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Comptes Rendus Mathématique
Volume 343, n° 3
pages 197-200 (août 2006)
Doi : 10.1016/j.crma.2006.06.026
Received : 20 Mars 2006 ;  accepted : 19 June 2006
Quasi-invariant measures on the path space of a diffusion
Des mesures quasi-invariantes sur lʼespace des chemins dʼune diffusion
 

Denis Bell 1
Department of Mathematics, University of North Florida, 4567, St. Johns Bluff Road South, Jacksonville, FL 32224, USA 

Abstract

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. To cite this article: D. Bell, C. R. Acad. Sci. Paris, Ser. I 343 (2006).

The full text of this article is available in PDF format.
Résumé

Lʼauteur a précédemment construit une classe de champs de vecteurs admissibles sur lʼespace des chemins dʼune diffusion elliptique x prenant valeurs dans une variété compacte fermée. Dans cette Note lʼexistence des flots pour cette classe de champs de vecteurs est établie et on montre que la loi de x est quasi-invariante sous ces flots. Pour citer cet article : D. Bell, C. R. Acad. Sci. Paris, Ser. I 343 (2006).

The full text of this article is available in PDF format.
1  Research partially supported by NSF grant DMS-0451194.


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