We prove, under certain regularity assumptions on the coefficients, that tangent processes (namely semimartingales d! { =a dx { +b d{ where a is an antisymmetric matrix) generate flows on the classical Wiener space. Main applications of the result can be found in the study of the geometry of path sp
Tangent Processes on Wiener Space
✍ Scribed by Y. Hu; A.S. Üstünel; M. Zakai
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- English
- Weight
- 274 KB
- Volume
- 192
- Category
- Article
- ISSN
- 0022-1236
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✦ Synopsis
This paper deals with the study of the Malliavin calculus of Euclidean motions on Wiener space (i.e. transformations induced by general measure-preserving transformations, called ''rotations'', and H -valued shifts) and the associated flows on abstract Wiener spaces.
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