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Flows Associated to Tangent Processes on the Wiener Space

✍ Scribed by Fernanda Cipriano; Ana Bela Cruzeiro

Publisher: Elsevier Science
Year: 1999
Tongue: English
Weight: 174 KB
Volume: 166
Category: Article
ISSN: 0022-1236
DOI: 10.1006/jfan.1999.3418

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✦ Synopsis

We prove, under certain regularity assumptions on the coefficients, that tangent processes (namely semimartingales d! { =a dx { +b d{ where a is an antisymmetric matrix) generate flows on the classical Wiener space. Main applications of the result can be found in the study of the geometry of path spaces.

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