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Quasi Sure Analysis of Stochastic Flows and Banach Space Valued Smooth Functionals on the Wiener Space

โœ Scribed by P. Malliavin; D. Nualart

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
781 KB
Volume
112
Category
Article
ISSN
0022-1236

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โœฆ Synopsis

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 smooth coefficients. C 1993 Academic Press. Inc.

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โœ Yon Sik Yun ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 569 KB

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 prop