Quasi-invariance of the Wiener measure on the path space over a complete Riemannian manifold

Elton P Hsu, Cheng Ouyang

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

We prove a generalization of the Cameron–Martin theorem for a geometrically and stochastically complete Riemannian manifold; namely, the Wiener measure on the path space over such a manifold is quasi-invariant under the flow generated by a Cameron–Martin vector field.
Original languageEnglish
Pages (from-to)1379
JournalJournal of Functional Analysis
Volume257
DOIs
StatePublished - 2009

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