Flows associated to tangent processes on the Wiener space

被引:15
作者
Cipriano, F [1 ]
Cruzeiro, AB [1 ]
机构
[1] Univ Lisbon, Grp Fis Matemat, P-1649003 Lisbon, Portugal
关键词
D O I
10.1006/jfan.1999.3418
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We prove, under certain regularity assumptions on the coefficients, that tangent processes (namely semimartingales d xi(tau) = a dx(tau) + b d tau 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 spaces. (C) 1999 Academic Press.
引用
收藏
页码:310 / 331
页数:22
相关论文
共 14 条
[11]   QUASI SURE ANALYSIS OF STOCHASTIC FLOWS AND BANACH-SPACE VALUED SMOOTH FUNCTIONALS ON THE WIENER SPACE [J].
MALLIAVIN, P ;
NUALART, D .
JOURNAL OF FUNCTIONAL ANALYSIS, 1993, 112 (02) :287-317
[12]   Anticipating flows on the Wiener space generated by vector fields of low regularity [J].
Peters, G .
JOURNAL OF FUNCTIONAL ANALYSIS, 1996, 142 (01) :129-192
[13]  
SHIGEKAWA I, 1994, PROBAB THEORY RELATE
[14]  
*UST ZAK, UNPUB TRANSFORMATION