Quasi-invariant measures on the path space of a diffusion

被引：4

作者：

Bell, Denis ^{[1
]}

机构：

[1] Univ N Florida, Dept Math, Jacksonville, FL 32224 USA

来源：

COMPTES RENDUS MATHEMATIQUE | 2006年 / 343卷 / 03期

基金：

美国国家科学基金会;

关键词：

D O I：

10.1016/j.crma.2006.06.026

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

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.

引用

页码：197 / 200

页数：4

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