Heat kernel analysis on semi-infinite Lie groups
Tai Melcher

TL;DR
This paper investigates heat kernel measures and Brownian motion on semi-infinite Lie groups, establishing quasi-invariance, $L^p$ estimates, and a logarithmic Sobolev inequality in an infinite-dimensional setting.
Contribution
It introduces new quasi-invariance results, $L^p$ bounds, and Sobolev inequalities for heat kernels on semi-infinite Lie groups, expanding understanding of infinite-dimensional analysis.
Findings
Proved a Cameron-Martin type quasi-invariance theorem.
Derived $L^p$ norm estimates for Radon-Nikodym derivatives.
Established a logarithmic Sobolev inequality in this context.
Abstract
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 kernel measure and give estimates on the norms of the Radon-Nikodym derivatives. We also prove that a logarithmic Sobolev inequality holds in this setting.
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Taxonomy
TopicsStochastic processes and financial applications · Geometric Analysis and Curvature Flows · Nonlinear Partial Differential Equations
