Heat kernel analysis on semi-infinite Lie groups

Details Heat kernel analysis on semi-infinite Lie groups Heat kernel analysis on semi-infinite Lie groups

2009-02-14

arxiv.org/abs/0902.2500v1

Mathematics

Probability

35 pages

Scientific paper

This paper studies Brownian motion and heat kernel measure on a class of
infinite dimensional Lie groups. We prove a Cameron-Martin type
quasi-invariance theorem for the heat kernel measure and give estimates on the
$L^p$ norms of the Radon-Nikodym derivatives. We also prove that a logarithmic
Sobolev inequality holds in this setting.

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