Local invertibility of adapted shifts on Wiener space, under finite energy condition

DOI10.1080/17442508.2012.720257zbMath1290.60059OpenAlexW2092475153MaRDI QIDQ5410818

Rémi Lassalle

Publication date: 17 April 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2012.720257

zbMATH Keywords

stochastic differential equationsstrong solutionsabstract Wiener space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Average preserving variation processes in view of optimization

Cites Work

• Invertibility of adapted perturbations of the identity on abstract Wiener space
• A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space
• Entropy, invertibility and variational calculus of adapted shifts on Wiener space
• Time reversal of infinite-dimensional diffusions
• An introduction to analysis on Wiener space
• Some relations between mutual information and estimation error in Wiener space
• Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space

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