{"title":"抽象幂零李群上的随机积分和布朗运动","authors":"T. Melcher","doi":"10.2969/jmsj/84678467","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":49988,"journal":{"name":"Journal of the Mathematical Society of Japan","volume":" ","pages":""},"PeriodicalIF":0.7000,"publicationDate":"2021-01-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Stochastic integrals and Brownian motion on abstract nilpotent Lie groups\",\"authors\":\"T. Melcher\",\"doi\":\"10.2969/jmsj/84678467\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":49988,\"journal\":{\"name\":\"Journal of the Mathematical Society of Japan\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.7000,\"publicationDate\":\"2021-01-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Mathematical Society of Japan\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.2969/jmsj/84678467\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Mathematical Society of Japan","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.2969/jmsj/84678467","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
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.
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).