Absolute Continuity of Heat Kernel Measure with Pinned Wiener Measure on Loop groups

### "Absolute Continuity of Heat Kernel Measure with Pinned Wiener Measure on Loop groups" (Joint with Vikram Srimurthy)  .

(UCSD Preprint Apri 2000, To appear in Annals of probability. )

Available as a DVI file or a PDF file.

Abstract

Let $t>0,$ $K$ be a connected compact Lie group equipped with an $Ad_{K}$% -invariant inner product on the Lie Algebra of $K$. Associated to this data are two measures $\mu _{t}^{0}$ and $\nu _{t}^{0}$ on $\mathcal{L}(K)$ -- the space of continuous loops based at $e\in K.$ The measure $\mu _{t}^{0}$ is pinned Wiener measure with variance $t$'' while the measure $\nu _{t}^{0}$ is a heat kernel measure'' on $\mathcal{L}(K).$ The measure $\mu _{t}^{0}$ is constructed using a $K$ -- valued Brownian motion while the measure $\nu _{t}^{0}$ is constructed using a $\mathcal{L}(K)$ -- valued Brownian motion. In this paper we show that $\nu _{t}^{0}$ is absolutely continuous with respect to $\mu _{t}^{0}$ and the Radon-Nikodym derivative $% d\nu _{t}^{0}/d\mu _{t}^{0}$ is bounded.

 11/26/2018 10:37 AM