Title of article :
Quasi-invariance for the pinned Brownian motion on a Lie group
Author/Authors :
Gordina، نويسنده , , Maria، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
We give a new proof of the well-known fact that the pinned Wiener measure on a Lie group is quasi-invariant under right multiplication by finite energy paths. The main technique we use is the time reversal. This approach is different from what B. Driver used to prove quasi-invariance for the pinned Brownian motion on a compact Riemannian manifold.
Keywords :
Lie group , Quasi-invariance , Pinned Brownian motion , Girsanov density
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications