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
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
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