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We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general class of infinite-dimensional nilpotent Lie groups based on…

Probability · Mathematics 2022-04-26 Tai Melcher

We present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion,…

Probability · Mathematics 2015-02-24 Chang-Song Deng , René L. Schilling

We prove quasi-invariance of Gaussian measures $\mu_s$ with Cameron-Martin space $H^s$ under the flow of the defocusing nonlinear wave equation with polynomial nonlinearities of any order for all $s>5/2$, including fractional $s$. This…

Analysis of PDEs · Mathematics 2021-03-26 Philippe Sosoe , William J. Trenberth , Tianhao Xian

In this article, we will first introduce a class of Gaussian processes, and prove the quasi-invariant theorem with respect to the Gaussian Wiener measure, which is the law of the associated Gaussian process. In particular, it includes the…

Probability · Mathematics 2024-01-02 Qinpin Chen , Jian Sun , Bo Wu

We study the transport of Gaussian measures under the flow of the 2-dimensional defocusing Schr\"odinger equation $i \partial_t u + \Delta u = |u|^{2k} u$ posed on $\mathbb T^2$. In particular, we show that the Gaussian measures with…

Analysis of PDEs · Mathematics 2025-12-16 Leonardo Tolomeo , Nicola Visciglia

One way to interpret smoothness of a measure in infinite dimensions is quasi-invariance of the measure under a class of transformations. Usually such settings lack a reference measure such as the Lebesgue or Haar measure, and therefore we…

Probability · Mathematics 2016-02-04 Maria Gordina

In this note, we discuss various aspects of invariant measures for nonlinear Hamiltonian PDEs. In particular, we show almost sure global existence for some Hamiltonian PDEs with initial data of the form: "smooth deterministic function + a…

Analysis of PDEs · Mathematics 2015-07-07 Tadahiro Oh , Jeremy Quastel

We put forward a measure based on Gaussian steering to quantify the non-Markovianity of continuous-variable (CV) Gaussian quantum channels. We employ the proposed measure to assess and compare the non-Markovianity of a quantum Brownian…

Quantum Physics · Physics 2021-11-17 Massimo Frigerio , Samaneh Hesabi , Davood Afshar , Matteo G. A. Paris

Some parts of stochastic analysis on curved spaces are revisted. A concise proof of the quasi-invariance of the Wiener measure on the path spaces over a Riemannian manifold is presented. The shifts are allowed to be in the Cameron-Martin…

Probability · Mathematics 2013-11-19 Adnan Aboulalaa

Using the Radon-Nikodym theorem concerning the relation between any two measures, as well as the methods employed in loop quantum gravity, it is shown that, in gravitation, one can quantize any measure which is not even associated with…

General Relativity and Quantum Cosmology · Physics 2022-10-20 Vladimir Dzhunushaliev , Vladimir Folomeev

We consider the 1d nonlinear Schr\"odinger equation (NLS) on the torus with initial data distributed according to the Gaussian measure with covariance operator $(1 - \Delta)^{-s}$, where $\Delta$ is the Laplace operator. We prove that the…

Analysis of PDEs · Mathematics 2025-04-22 Alexis Knezevitch

Countable $\mathcal{L}$-structures $\mathcal{N}$ whose isomorphism class supports a permutation invariant probability measure in the logic action have been characterized by Ackerman-Freer-Patel to be precisely those $\mathcal{N}$ which have…

Logic · Mathematics 2026-02-18 Clinton Conley , Colin Jahel , Aristotelis Panagiotopoulos

Wiener spaces are in many ways the decisive setting for fundamental results on Gaussian measures: large deviations (Schilder), quasi-invariance (Cameron--Martin), differential calculus (Malliavin), support description (Stroock--Varadhan),…

Probability · Mathematics 2025-10-03 Gideon Chiusole , Peter K. Friz

We study the properties of quasi-distributions or Wigner measures in the context of noncommutative quantum mechanics. In particular, we obtain necessary and sufficient conditions for a phase-space function to be a noncommutative Wigner…

Mathematical Physics · Physics 2014-11-20 C. Bastos , N. C. Dias , J. N. Prata

By considering intrinsic geometric conditions, we introduce a new class of domains in complex Euclidean space. This class is invariant under biholomorphism and includes strongly pseudoconvex domains, finite type domains in dimension two,…

Complex Variables · Mathematics 2020-09-08 Andrew Zimmer

We study absolute-continuity properties of a class of stochastic processes, including the gamma and the Dirichlet processes. We prove that the laws of a general class of non-linear transformations of such processes are locally equivalent to…

Probability · Mathematics 2007-06-21 Max-K. Von Renesse , Marc Yor , Lorenzo Zambotti

We determine all the terms that are gauge-invariant up to a total spacetime derivative ("semi-invariant terms") for gauged non-linear sigma models. Assuming that the isotropy subgroup $H$ of the gauge group is compact or semi-simple, we…

High Energy Physics - Theory · Physics 2009-10-31 M. Henneaux , A. Wilch

We first prove the L^p-convergence (p\geq 1) and a Fernique-type exponential integrability of divergence functionals for all Cameron-Martin vector fields with respect to the pinned Wiener measure on loop spaces over a compact Riemannian…

Probability · Mathematics 2016-09-07 Xiang Dong Li

In this paper, we investigate the Green measure for a class of non-Gaussian processes in $\mathbb{R}^{d}$. These measures are associated with the family of generalized grey Brownian motions $B_{\beta,\alpha}$, $0<\beta\le1$, $0<\alpha\le2$.…

Probability · Mathematics 2024-04-03 Herry Pribawanto Suryawan , José Luís da Silva

We study quantum Dirichlet forms and the associated symmetric quantum Markov semigroups on noncommutative $L^2$ spaces. It is known from the work of Cipriani and Sauvageot that these semigroups induce a first order differential calculus,…

Operator Algebras · Mathematics 2021-08-13 Melchior Wirth
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