3 papers
math.PR2009
Heat kernel analysis on semi-infinite Lie groups
Tai Melcher
This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kerne…
math.AP2005
Hypoelliptic heat kernel inequalities on Lie groups
Tai Melcher
This paper discusses the existence of gradient estimates for second order hypoelliptic heat kernels on manifolds. It is now standard that such inequalities, in the elliptic case, a…
math.PR2005
Malliavin calculus for Lie group-valued Wiener functions
Tai Melcher
Let G be a Lie group equipped with a set of left invariant vector fields. These vector fields generate a function ξon Wiener space into G via the stochastic version of Cartan's rol…