Mathematics > Probability
[Submitted on 5 Dec 2018]
Title:Approximation to Wiener measure on a general noncompact Riemannian manifold
View PDFAbstract:In prior work \cite{AD} of Lars Andersson and Bruce K. Driver, the path space with finite interval over a compact Riemannian manifold is approximated by finite dimensional manifolds $H_{x,¶} (M)$ consisting of piecewise geodesic paths adapted to partitions $¶$ of $[0,T]$, and the associated Wiener measure is also approximated by a sequence of probability measures on finite dimensional manifolds. In this article, we will extend their results to the general path space(possibly with infinite interval) over a non-compact Riemannian manifold by using the cutoff method of compact Riemannian manifolds. Extension to the free path space. As applications, we obtain integration by parts formulas in the path space $W^T_x(M)$ and the free path space $W^T(M)$ respectively.
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