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math.PR2021
Quasi-invariance for infinite-dimensional Kolmogorov diffusions
Fabrice Baudoin, Maria Gordina, Tai Melcher
We prove Cameron-Martin type quasi-invariance results for the heat kernel measure of infinite-dimensional Kolmogorov and related diffusions. We first study quantitative functional…
math.PR2021
Stochastic integrals and Brownian motion on abstract nilpotent Lie groups
Tai Melcher
We construct a class of iterated stochastic integrals with respect to Brownian motion on an abstract Wiener space which allows for the definition of Brownian motions on a general c…