Smoothness properties for some infinite-dimensional heat kernel measures

Stochastics Seminar
Thursday, November 29, 2012 - 15:05
1 hour (actually 50 minutes)
Skiles 006
University of Virginia
 Smoothness is a fundamental principle in the study of measures on infinite-dimensional spaces, where an obvious obstruction to overcome is the lack of an infinite-dimensional Lebesgue or volume measure. Canonical examples of smooth measures include those induced by a Brownian motion, both its end point distribution and as a real-valued path. More generally, any Gaussian measure on a Banach space is smooth. Heat kernel measure is the law of a Brownian motion on a curved space, and as such is the natural analogue of Gaussian measure there. We will discuss some recent smoothness results for these measures on certain classes of infinite-dimensional groups, including in some degenerate settings. This is joint work with Fabrice Baudoin, Daniel Dobbs, and Masha Gordina.