A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2007; you can also visit the original URL.
The file type is
Infinite Dimensional Harmonic Analysis III
The paper gives an overview of our previous results concerning heat kernel measures in infinite dimensions. We give a history of the subject first, and then describe the construction of heat kernel measure for a class of infinite-dimensional groups. The main tool we use is the theory of stochastic differential equations in infinite dimensions. We provide examples of groups to which our results can be applied. The case of finite-dimensional matrix groups is included as a particular case.doi:10.1142/9789812701503_0005 fatcat:mytz6fitujf35msen4hmr4ym24