Quasi-invariant measures on the path space of a diffusion

Denis Bell

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Quasi-invariant measures on the path space of a diffusion

Denis Bell

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Abstract

The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process $x$ 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 $x$ is quasi-invariant under these flows.

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Denis Bell. 2006-06-15. Quasi-invariant measures on the path space of a diffusion. https://arxiv.org/abs/math/0606365

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