抽象幂零李群上的随机积分和布朗运动

Pub Date : 2021-01-12 DOI:10.2969/jmsj/84678467
T. Melcher
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引用次数: 0

摘要

我们构造了一类关于抽象维纳空间上布朗运动的迭代随机积分,它允许在基于抽象维纳空间的一般无穷维幂零李群上定义布朗运动。然后,我们证明了在非简并情况下相关热核测度的Cameron—Martin型拟不变性结果,并给出了相关Radon—Nikodym导数的估计。我们还证明了对数Sobolev估计在这种情况下成立。
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Stochastic integrals and Brownian motion on abstract nilpotent Lie groups
We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on abstract Wiener spaces. We then prove that a Cameron--Martin type quasi-invariance result holds for the associated heat kernel measures in the non-degenerate case, and give estimates on the associated Radon--Nikodym derivative. We also prove that a log Sobolev estimate holds in this setting.
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