Quasi-invariant measures on the path space of a diffusion

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.

Cited by in corpus (1)

• On the quasi-invariance of the Wiener measure on path spaces and the anticipative integrals over a Riemannian manifold