𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Quasi–sure Product Variation of Two-parameter Smooth Martingales on the Wiener Space

✍ Scribed by Ji Cheng Liu; Jia Gang Ren


Book ID
106277853
Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2006
Tongue
English
Weight
203 KB
Volume
22
Category
Article
ISSN
1439-7617

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Quasi Sure Analysis of Stochastic Flows
✍ P. Malliavin; D. Nualart 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 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

A Quasi-Sure Flow Property and the Equiv
✍ Yon Sik Yun 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 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