抽象幂零李群上的随机积分和布朗运动

IF 0.7 4区 数学 Q2 MATHEMATICS
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。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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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来源期刊
CiteScore
1.40
自引率
0.00%
发文量
56
审稿时长
>12 weeks
期刊介绍: The Journal of the Mathematical Society of Japan (JMSJ) was founded in 1948 and is published quarterly by the Mathematical Society of Japan (MSJ). It covers a wide range of pure mathematics. To maintain high standards, research articles in the journal are selected by the editorial board with the aid of distinguished international referees. Electronic access to the articles is offered through Project Euclid and J-STAGE. We provide free access to back issues three years after publication (available also at Online Index).
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