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arXiv 2006-06-15 0 views

Quasi-invariant measures on the path space of a diffusion

Bell, Denis

Original · EN

The author has previously constructed a class of admissible vector fields on the path space of an elliptic diffusion process x taking values in a closed compact manifold. In this Note the existence of flows for this class of vector fields is established and it is shown that the law of x is quasi-invariant under these flows.

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