An application of a functional inequality to quasi-invariance in infinite dimensions

@article{Gordina2017AnAO,
  title={An application of a functional inequality to quasi-invariance in infinite dimensions},
  author={Maria Gordina},
  journal={arXiv: Probability},
  year={2017},
  pages={251-266}
}
  • M. Gordina
  • Published 3 February 2016
  • Mathematics
  • arXiv: Probability
One way to interpret smoothness of a measure in infinite dimensions is quasi-invariance of the measure under a class of transformations. Usually such settings lack a reference measure such as the Lebesgue or Haar measure, and therefore we cannot use smoothness of a density with respect to such a measure. We describe how a functional inequality can be used to prove quasi-invariance results in several settings. In particular, this gives a different proof of the classical Cameron-Martin (Girsanov… 

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