The problem of representation of nonlinear systems on abstract spaces by a complete set of orthogonal functions defined on the same space was partly solved by Wiener, for nonlinear time invariant systems on the Wiener measure space (fl, Br, ~). This paper gives a simplified exposition of certain we
Geometric analysis of conditional independence on Wiener space
β Scribed by D. Nualart; A. S. Ustunel
- Publisher
- Springer
- Year
- 1991
- Tongue
- English
- Weight
- 901 KB
- Volume
- 89
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
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
Using Malliavin's calculus, the divergence, the covariant derivative, and the Riemann and Ricci curvatures of a submanifold of the Wiener space are defined. It is shown that the Ricci and Riemann curvatures appear in the commutator of the divergence operator and covariant derivative operator. Capaci