We prove the existence of the O-U Dirichlet form and the damped O-U Dirichlet form on path space over a general non-compact Riemannian manifold which is complete and stochastically complete. We show a weighted log-Sobolev inequality for the O-U Dirichlet form and the (standard) logSobolev inequality for the damped O-U Dirichlet form. In particular, the Poincare inequality (and the super Poincare inequality) can be established for the O-U Dirichlet form on path space over a class of Riemannian manifolds with unbounded Ricci curvatures. Moreover, we construct a large class of quasi-regular local Dirichlet forms with unbounded random diffusion coefficients on path space over a general non-compact manifold. (C) 2014 Elsevier Inc. All rights reserved.
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Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
Univ Chinese Acad Sci, Sch Math Sci, Beijing, Peoples R ChinaChinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
Gong, Fuzhou
Sun, Xiaoxia
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Dongbei Univ Finance & Econ, Sch Data Sci & Artificial Intelligence, Dalian, Peoples R ChinaChinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
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Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
Univ Chinese Acad Sci, Sch Math Sci, Beijing 100049, Peoples R China
Univ Bourgogne Franche Comte, Inst Math Bourgogne, UMR 5584, CNRS, F-21000 Dijon, FranceChinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
Ding, Hao
Fang, Shizan
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Univ Bourgogne Franche Comte, Inst Math Bourgogne, UMR 5584, CNRS, F-21000 Dijon, FranceChinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China