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A Quasi-Sure Flow Property and the Equivalence of Capacities for Differential Equations on the Wiener Space

✍ Scribed by Yon Sik Yun

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
569 KB
Volume
137
Category
Article
ISSN
0022-1236

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✦ Synopsis

We consider a differential equation on the Wiener space. We show that the solutions for the differential equation satisfy the flow property quasi-everywhere and we obtain the equivalence of capacities under the transformations of the Wiener space induced by the solutions by using the quasi flow property.

πŸ“œ SIMILAR VOLUMES

Quasi Sure Analysis of Stochastic Flows
Quasi Sure Analysis of Stochastic Flows and Banach Space Valued Smooth Functionals on the Wiener Space
✍ P. Malliavin; D. Nualart πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 781 KB

We prove Meyer's inequalities for functionals on the Wiener space that take values on a Banach space belonging to the Burkholder U.M.D. class. As an application we analyse the quasi sure regularity in time of the stochastic flow of diffeomorphisms generated by a stochastic differential equation with