Cameron-Martin Theorem for Riemannian Manifolds

2 June 2008
14:15
Abstract
The Cameron-Martin theorem is a fundamental result in stochastic analysis. We will show that the Wiener measure on a geometrically and stochastically complete Riemannian manifold is quasi-invariant. This is a complete a complete generalization of the classical Cameron-Martin theorem for Euclidean space to Riemannian manifolds. We do not impose any curvature growth conditions.
  • Stochastic Analysis Seminar