Invertibility of adapted perturbations of the identity on abstract Wiener space

DOI10.1016/j.jfa.2011.12.025zbMath1251.60046OpenAlexW2068999135MaRDI QIDQ765907

Rémi Lassalle

Publication date: 22 March 2012

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

Full work available at URL: https://doi.org/10.1016/j.jfa.2011.12.025

zbMATH Keywords

entropyMalliavin calculusstrong solutionsWiener measureinvertibilityWasserstein distance

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (8)

A representation of the relative entropy with respect to a diffusion process in terms of its infinitesimal generator ⋮ Average preserving variation processes in view of optimization ⋮ On the Stochastic Least Action Principle for the Navier-Stokes Equation ⋮ On the form of the large deviation rate function for the empirical measures of weakly interacting systems ⋮ Causal transport plans and their Monge–Kantorovich problems ⋮ Local invertibility of adapted shifts on Wiener space, under finite energy condition ⋮ An intrinsic calculus of variations for functionals of laws of semi-martingales ⋮ Optimal transport maps on infinite dimensional spaces

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The construction of filtrations 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
• Gaussian measures in Banach spaces
• Transformation of the Wiener measure under non-invertible shifts
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• An introduction to analysis on Wiener space
• Transportation cost for Gaussian and other product measures
• 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
• Persistence of invertibility on the Wiener space
• On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel
• New results on the innovations problem for non-linear filtering
• An Example of a Stochastic Differential Equation Having No Strong Solution
• On the optimal filtering of diffusion processes
• Extension of the Cameron-Martin theorem to random translations

This page was built for publication: Invertibility of adapted perturbations of the identity on abstract Wiener space