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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.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…