Transport equations and quasi-invariant flows on the Wiener space

被引:20
作者
Fang, Shizan [1 ]
Luo, Dejun [2 ]
机构
[1] Univ Bourgogne, IMB, Dijon, France
[2] Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
来源
BULLETIN DES SCIENCES MATHEMATIQUES | 2010年 / 134卷 / 03期
关键词
Wiener space; Transport equations; Commutator estimate; Quasi-invariant Rows; Malliavin calculus; VECTOR-FIELDS; DIFFERENTIAL-EQUATIONS;
D O I
10.1016/j.bulsci.2009.01.001
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We shall investigate on vector fields of low regularity on the Wiener space, with divergence having low exponential integrability. We prove that the vector field generates a flow of quasi-invariant measurable maps with density belonging to the space L log L. An explicit expression for the density is also given. (C) 2009 Elsevier Masson SAS. All rights reserved.
引用
收藏
页码:295 / 328
页数:34
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