Stochastic equations and quasi-invariance on infinite product groups

Authors
Albeverio, S Daletskii, A
Citation
S. Albeverio et A. Daletskii, Stochastic equations and quasi-invariance on infinite product groups, INFIN DIMEN, 2(2), 1999, pp. 283-288
Citations number
14
Categorie Soggetti
Mathematics
Journal title
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS
ISSN journal
02190257 → ACNP
Volume
2
Issue
2
Year of publication
1999
Pages
283 - 288
Database
ISI
SICI code
0219-0257(199906)2:2<283:SEAQOI>2.0.ZU;2-V
Abstract
A stochastic differential equation on an infinite-dimensional Lie group G c onstructed as the countable power of a compact Lie group G is considered. T he existence and uniqueness of the solutions and quasi-invariance of their distribution are proved.