Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires

DOI10.1016/0022-1236(83)90055-1zbMath0524.47028OpenAlexW1993816188MaRDI QIDQ584705

Publication date: 1983

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(83)90055-1

zbMATH Keywords

Cameron-Martin formula change of variables formula differential calculus in the sense of Malliavin differential equations of Wiener space existence of a non- explosive flow exponential classes perturbation of flows Sobolev spaces with respect to Wiener measure vector field on the Wiener space

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) General theory of ordinary differential operators (47E05) Dynamics induced by flows and semiflows (37C10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Linear differential equations in abstract spaces (34G10) Derivatives of functions in infinite-dimensional spaces (46G05)

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