Quasi-invariant measures on the path space of a diffusion
Probability
2007-05-23 v1 Differential Geometry
Abstract
The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process 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 is quasi-invariant under these flows.
Cite
@article{arxiv.math/0606365,
title = {Quasi-invariant measures on the path space of a diffusion},
author = {Denis Bell},
journal= {arXiv preprint arXiv:math/0606365},
year = {2007}
}