Quasi Sure Analysis of Stochastic Flows
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P. Malliavin; D. Nualart
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Article
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1993
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Elsevier Science
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English
β 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