Quasi-invariance for the pinned Brownian motion on a Lie group

Maria Gordina

Stochastic Processes and their Applications, 2003, vol. 104, issue 2, 243-257

Abstract: We give a new proof of the well-known fact that the pinned Wiener measure on a Lie group is quasi-invariant under right multiplication by finite energy paths. The main technique we use is the time reversal. This approach is different from what B. Driver used to prove quasi-invariance for the pinned Brownian motion on a compact Riemannian manifold.

Keywords: Pinned; Brownian; motion; Lie; group; Quasi-invariance; Girsanov; density (search for similar items in EconPapers)
Date: 2003
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