Quasi-invariant measures on the path space of a diffusion
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.
0
Turn this paper into a full lesson
ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.