Absolute Continuity of Brownian Bridges Under Certain Gauge Transformations

We prove absolute continuity of Gaussian measures associated to complex Brownian bridges under certain gauge transformations. As an application we prove that the invariant measure for the periodic derivative nonlinear Schr ¨odinger equation obtained by Nahmod, Oh, Rey-Bellet and Staffilani in [20...

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Bibliographic Details
Main Authors: Nahmod, Andrea, Rey-Bellet, Luc, Sheffield, Scott Roger, Staffilani, Gigliola
Other Authors: Massachusetts Institute of Technology. Department of Mathematics
Format: Article
Language:en_US
Published: International Press 2012
Online Access:http://hdl.handle.net/1721.1/71841
https://orcid.org/0000-0002-5951-4933
https://orcid.org/0000-0002-8220-4466
Description
Summary:We prove absolute continuity of Gaussian measures associated to complex Brownian bridges under certain gauge transformations. As an application we prove that the invariant measure for the periodic derivative nonlinear Schr ¨odinger equation obtained by Nahmod, Oh, Rey-Bellet and Staffilani in [20], and with respect to which they proved almost surely global well-posedness, coincides with the weighted Wiener measure constructed by Thomann and Tzvetkov [24]. Thus, in particular we prove the invariance of the measure constructed in [24].