Quasi-invariant measures on the path space of a diffusion

Details Quasi-invariant measures on the path space of a diffusion Quasi-invariant measures on the path space of a diffusion

2006-06-15

arxiv.org/abs/math/0606365v1

Mathematics

Probability

Scientific paper

The author has previously constructed a class of admissible vector fields on
the path space of an elliptic diffusion process $x$ taking values in a closed
compact manifold. In this Note the existence of flows for this class of vector
fields is established and it is shown that the law of $x$ is quasi-invariant
under these flows.

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