Home | Contents | Submissions, editors, etc. | Login | Search | ECP
 Electronic Journal of Probability > Vol. 5 (2000) > Paper 11 open journal systems 


The Abstract Riemannian Path Space

D. Feyel, Université Evry
A. de La Pradelle, Université Paris VI


Abstract
On the Wiener space $Omega$, we introduce an abstract Ricci process $A_t$ and a pseudo-gradient $Frightarrow{F}^sharp$ which are compatible through an integration by parts formula. They give rise to a $sharp$-Sobolev space on $Omega$, logarithmic Sobolev inequalities, and capacities, which are tight on Hoelder compact sets of $Omega$. These are then applied to the path space over a Riemannian manifold.


Full text: PDF

Pages: 1-17

Published on: May 25, 2000


Bibliography
  1. S. Aida, K. D. Elworthy, Differential calculus on path and loop spaces I. Logarithmic Sobolev inequalities on path spaces. C.R.A.S. Paris 321, (1995), 97-102 Math. Reviews number 96d:60078
  2. J.-M. Bismut, Large Deviations and the Malliavin Calculus. Birkhäuser (1984) Math. Reviews number 86f:58150
  3. M. Capitaine, E. P. Hsu, M. Ledoux, Martingale representation and a simple proof of logarithmic Sobolev inequalities on path spaces. Elect. Comm. in Prob. 2, (1997), 71-81 Math. Reviews number 99b:60136
  4. A. B. Cruzeiro, P. Malliavin, Renormalized differential geometry on path space: structural equation, curvature. J. Funct. Anal. 140, (1996), 381-448. Math. Reviews number 97h:58175
  5. J. Deny, Méthodes hilbertiennes en théorie du potentiel. CIME. Potential theory (1970) Math. Reviews number 44,1833
  6. J. Deny, J.-L. Lions, Espaces du type de Beppo-Levi. Ann. I. Fourier, III, (1953), 305-370. Math. Reviews number 17,646a
  7. B. K. Driver, A Cameron-Martin type quasi-invariance theorem for Brownian motion compact Riemannian manifold. J. Funct. Anal. 110, (1992), 272-376. Math. Reviews number 94a:58214
  8. B. K. Driver, The non-equivalence of the Dirichlet form on path spaces. Proc. U.S.-Japan bilateral seminar (1994) Math. Reviews number 97j:58158
  9. B. K. Driver, Integration by parts for heat kernel measure revisited. J. Math. Pures Appl. 76:9, 703-737 (1997) Math. Reviews number 98h:58198
  10. B. K. Driver, M. Röckner, Construction of diffusions on path and loop spaces of compact Riemannian manifolds. C.R.A.S. Paris, 315, (1992) 603-608 Math. Reviews number 93f:58246
  11. K. D. Elworthy, X. M. Li, A class of integration by parts formulae in stochastic analysis I. In Itô Stochastic Calculus and probability theory, 15-30. N. Ikeda and al., Springer Verlag, Tokyo (1996). Math. Reviews number 99e:60131
  12. K. D. Elworthy, Y. Le Jan, X. M. Li, Integration by parts formula for degenerate diffusion measures on path spaces. C.R.A.S. Paris, 323, (1996), 921-926 Math. Reviews number 97f:60127
  13. O. Enchev, D. Stroock, Towards a Riemannian geometry on the path space over a Riemannian manifold. J. Funct. Anal. 134, (1995) 392-416 Math. Reviews number 96m:58270
  14. S. Fang, Inégalité du type de Poincaré sur l'espace des chemins riemanniens. C.R.A.S. Paris, 318, (1994), 257-260 Math. Reviews number 94m:58238
  15. S. Fang, P. Malliavin, Stochastic Analysis on the Path Space of a Riemannian manifold. J. Funct. Anal. 118, (1993), 249-274 Math. Reviews number 94i:58209
  16. D. Feyel, Transformations de Hilbert-Riesz. CRAS, Paris, 310, (1990), 653-655 Math. Reviews number 91j:60114
  17. D. Feyel, A. de La Pradelle, Représentation d'espaces de Riesz-Banach sur des espaces quasi-topologiques. Bull. Acad. Royale de Belgique, 5eme série, t. LXIV, (1978-79), 340-350 Math. Reviews number 81h:31020
  18. D. Feyel, A. de La Pradelle, Espaces de Sobolev gaussiens. Ann. I. Fourier, 39:4 (1989) 875-908 Math. Reviews number 91e:60183
  19. D. Feyel, A. de La Pradelle, Capacités gaussiennes. Ann. I. Fourier, 41:1 (1991) 49-76 Math. Reviews number 93b:60174
  20. D. Feyel, A. de La Pradelle, Brownian Processes in Infinite Dimension. Potential Analysis, 4, (1995), p.173-183 Math. Reviews number 96i:60044
  21. D. Feyel, A. de La Pradelle, On the approximate solutions of the Stratonovitch equation. Elect. J. Prob., 3:7, (1998), 1-14 Math. Reviews number 99j:60075
  22. D. Feyel, A. de La Pradelle, Fractional integrals and Brownian processes. Potential Analysis, 10, (1999), p.273-288 Math. Reviews number not available
  23. L. Gross, Logarithmic Sobolev inequalities. Amer. J. Math. 97, (1975) 1061-1083 Math. Reviews number 54 #8263
  24. L. Gross, Logarithmic Sobolev inequalities for the heat kernel of a Lie group. In White Noise Analysis (T. Hida and al., Eds), p. 108-130, World Scientific, Singapore-Teaneck-New Jersey (1990) Math. Reviews number 93f:58249
  25. E. P. Hsu, Inégalités de Sobolev logarithmiques sur un espace de chemins. C.R.A.S. Paris, 320, (1995) 1009-1012 Math. Reviews number 96e:58167
  26. N. Ikeda, S. Watanabe, Stochastic Differential Equation and Diffusion Processes. North-Holland, Amsterdam-Oxford-New York, (1981) Math. Reviews number 90m:60069
  27. P. Malliavin, Stochastic Analysis. Springer Verlag (1997) Math. Reviews number 99b:60073
  28. D. Nualart, The Malliavin calculus and Related Topics. Springer Verlag (1995) Math. Reviews number 96k:60130
  29. I. Shigekawa, A quasihomeomorphism of the Wiener space. Proc. Sump. Pure and Appllied Mathematics 57 (Cranston and Pinsky Ed.) Cornell, (1993) Am. Math. Soc. 8, (1995), 473-487 Math. Reviews number 96k:60134
  30. F. Y. Wang, Logarithmic Sobolev inequalities for diffusion processes with application to path space. Chinese J. Appl. Probab. Stat. 12:3, (1996) 255-264 Math. Reviews number not available
















Research
Support Tool
Capture Cite
View Metadata
Printer Friendly
Context
Author Address
Action
Email Author
Email Others


Home | Contents | Submissions, editors, etc. | Login | Search | ECP

Electronic Journal of Probability. ISSN: 1083-6489