Representation of the distributions on Wiener space and stochastic calculus of variations
✍ Scribed by A.S Üstünel
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 635 KB
- Volume
- 70
- Category
- Article
- ISSN
- 0022-1236
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📜 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
dedicated to professor leonard gross on the occasion of his 70th birthday Functions of bounded variation (BV functions) are defined on an abstract Wiener space (E, H, +) in a way similar to that in finite dimensions. Some characterizations are given, which justify describing a BV function as a funct