English

Rotations and Tangent Processes on Wiener Space

Probability 2007-05-23 v1

Abstract

The paper considers (a) Representations of measure preserving transformations (``rotations'') on Wiener space, and (b) The stochastic calculus of variations induced by parameterized rotations {Tθw,0θ\eps}\{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.

Cite

@article{arxiv.math/0301351,
  title  = {Rotations and Tangent Processes on Wiener Space},
  author = {M. Zakai},
  journal= {arXiv preprint arXiv:math/0301351},
  year   = {2007}
}

Comments

29 pages