English

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 Hx,(M)H_{x,\P} (M) consisting of piecewise geodesic paths adapted to partitions \P of [0,T][0,T], 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 WxT(M)W^T_x(M) and the free path space WT(M)W^T(M) 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}
}