Measures induced on Wiener space by monotone shifts

DOI10.1007/s004400050055zbMath0853.60036OpenAlexW4234887841MaRDI QIDQ1922100

Ali Süleyman Üstünel, Moshe Zakai

Publication date: 16 December 1996

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050055

zbMATH Keywords

Cameron-Martin spaceabsolute continuity of the image of the Wiener measure

Mathematics Subject Classification ID

Brownian motion (60J65) Nonlinear higher-order PDEs (35G20) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuity and singularity of induced measures (60G30)

Related Items (3)

Maximal Sobolev regularity for solutions of elliptic equations in Banach spaces endowed with a weighted Gaussian measure: the convex subset case ⋮ On the uniform integrability of the Radon-Nikodym densities for Wiener measure ⋮ The notion of convexity and concavity on Wiener space

Cites Work

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• Monotone (nonlinear) operators in Hilbert space
• Dirichlet forms and analysis on Wiener space
• Transformation of Wiener measure under anticipative flows
• Applications of the degree theorem to absolute continuity on Wiener space
• Transformation of the Wiener measure under non-invertible shifts
• Some exponential moment inequalities for the Wiener functionals
• The solvability of non-linear functional equations
• Two theorems on nonlinear functional equations in Hilbert space

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