Quasi-invariant measures on the path space of a diffusion

نویسنده

  • Denis Bell
چکیده

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. Résumé L’auteur a précédemment construit une classe de champs de vecteurs admissibles sur l’espace des chemins d’une diffusion elliptique x prenant valeurs dans une variété compacte fermée. Dans cette Note l’existence 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. 1Research partially supported by NSF grant DMS-0451194.

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تاریخ انتشار 2006