Stochastic integrals and Brownian motion on abstract nilpotent Lie groups

نویسندگان

چکیده

We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition motions general infinite-dimensional nilpotent Lie groups based spaces. then prove that Cameron–Martin type quasi-invariance result holds associated heat kernel measures in non-degenerate case, and give estimates Radon–Nikodym derivative. also log Sobolev estimate this setting.

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ژورنال

عنوان ژورنال: Journal of The Mathematical Society of Japan

سال: 2021

ISSN: ['1881-1167', '0025-5645']

DOI: https://doi.org/10.2969/jmsj/84678467