350 research outputs found

    Rotations and Tangent Processes on Wiener Space

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    The paper considers (a) Representations of measure preserving transformations (``rotations'') on Wiener space, and (b) The stochastic calculus of variations induced by parameterized rotations \{T_\theta w, 0 \le \theta \le \eps\}: ``Directional derivatives'' (dF(Tθw)/dθ)θ=0(dF(T_\theta w)/d \theta)_{\theta=0}, ``vector fields'' or ``tangent processes'' (dTθw/dθ)θ=0(dT_\theta w /d\theta)_{\theta=0} and flows of rotations.Comment: 29 page

    The Sard Inequality on Wiener Space

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    AbstractLetT(w)=w+u(w) be a Cameron–Martin perturbation of the identity. The formal infinite dimensional extension of the Sard inequality,μ(TA)⩽∫A|Lambda;|dμ,is shown to hold and applications to absolute continuity on Wiener space are presented
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