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Quasi-invariance for the pinned Brownian motion on a Lie group

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  • Gordina, Maria

Abstract

We give a new proof of the well-known fact that the pinned Wiener measure on a Lie group is quasi-invariant under right multiplication by finite energy paths. The main technique we use is the time reversal. This approach is different from what B. Driver used to prove quasi-invariance for the pinned Brownian motion on a compact Riemannian manifold.

Suggested Citation

  • Gordina, Maria, 2003. "Quasi-invariance for the pinned Brownian motion on a Lie group," Stochastic Processes and their Applications, Elsevier, vol. 104(2), pages 243-257, April.
    • Handle: RePEc:eee:spapps:v:104:y:2003:i:2:p:243-257
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