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
✦ LIBER ✦
Multiple wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
✍ Scribed by Víctor Pérez-Abreu
- Publisher
- Springer
- Year
- 1987
- Tongue
- English
- Weight
- 881 KB
- Volume
- 16
- Category
- Article
- ISSN
- 0095-4616
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