Approximation to Wiener measure on a general noncompact Riemannian manifold
Probability
2018-12-06 v1
Abstract
In prior work \cite{AD} of Lars Andersson and Bruce K. Driver, the path space with finite interval over a compact Riemannian manifold is approximated by finite dimensional manifolds consisting of piecewise geodesic paths adapted to partitions of , and the associated Wiener measure is also approximated by a sequence of probability measures on finite dimensional manifolds. In this article, we will extend their results to the general path space(possibly with infinite interval) over a non-compact Riemannian manifold by using the cutoff method of compact Riemannian manifolds. Extension to the free path space. As applications, we obtain integration by parts formulas in the path space and the free path space respectively.
Keywords
Cite
@article{arxiv.1812.01824,
title = {Approximation to Wiener measure on a general noncompact Riemannian manifold},
author = {Bo Wu},
journal= {arXiv preprint arXiv:1812.01824},
year = {2018}
}