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Integration by parts formulae for degenerate diffusion measures on path spaces and diffeomorphism groups

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UNSPECIFIED (1996) Integration by parts formulae for degenerate diffusion measures on path spaces and diffeomorphism groups. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 323 (8). pp. 921-926. ISSN 0764-4442

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Abstract

Integration by parts are given for a class of measures on the space of paths of a smooth manifold M determined by the laws of degenerate diffusions. The mother of such formulae, on the path space of diffeomorphism group of M is shown to arise from a quasi-invariance property of measures determined by stochastic flows. From this the other formulae are derived by filtering out redundant noise using an associated Le Jan-Watanabe connection.

Item Type: Journal Article
Subjects: Q Science > QA Mathematics
Journal or Publication Title: COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE
Publisher: GAUTHIER-VILLARS
ISSN: 0764-4442
Date: 17 October 1996
Volume: 323
Number: 8
Number of Pages: 6
Page Range: pp. 921-926
Publication Status: Published
URI: http://wrap.warwick.ac.uk/id/eprint/18279

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