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 : ``Directional derivatives'' , ``vector fields'' or ``tangent processes'' 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