Mathematics – Probability
Scientific paper
2010-02-15
Mathematics
Probability
14 pages
Scientific paper
By using Hsu's multiplicative functional for the Neumann heat equation, a
natural damped gradient operator is defined for the reflecting Brownian motion
on compact manifolds with boundary. This operator is linked to quasi-invariant
flows in terms of a integration by parts formula, which leads to the standard
log-Sobolev inequality for the associated Dirichlet form on the path space.
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