Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space

DOI10.1007/s00440-006-0044-zzbMath1120.60057arXivmath/0605433OpenAlexW1988695133MaRDI QIDQ2641904

Ali Süleyman Üstünel, Moshe Zakai

Publication date: 17 August 2007

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

Full work available at URL: https://arxiv.org/abs/math/0605433

zbMATH Keywords

Malliavin calculusWiener measureWiener spaceCarleman's inequalityLogarithmic Sobolev inequalityMultiplicityAdapted perturbation of identityChange of variables formulaH-C1 maps

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Measures and integration on abstract linear spaces (46G12) Continuity and singularity of induced measures (60G30)

Related Items (7)

Average preserving variation processes in view of optimization ⋮ The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities ⋮ A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space ⋮ Local invertibility of adapted shifts on Wiener space, under finite energy condition ⋮ Invertibility of adapted perturbations of the identity on abstract Wiener space ⋮ Entropy, invertibility and variational calculus of adapted shifts on Wiener space ⋮ Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications

Cites Work

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• The invertibility of adapted perturbations of identity on the Wiener space
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Logarithmic Sobolev Inequalities

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