The Lie bracket of adapted vector fields on Wiener spaces (Q1283973): Difference between revisions
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Latest revision as of 01:25, 20 March 2024
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English | The Lie bracket of adapted vector fields on Wiener spaces |
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The Lie bracket of adapted vector fields on Wiener spaces (English)
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7 November 1999
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Let \((W(M), \nabla)\) denote the Wiener space over a compact Riemannian manifold \(M\) equipped with a torsion skew-symmetric metric connection \(\nabla\). Starting from a tangent process \(h\) on \(W(T_0 M)\) (roughly a \(T_0M\)-valued continuous semi-martingale with Malliavin derivative given by a skew-symmetric matrix-valued process), and raising it by parallel transport to a tangent process \(\widetilde{h}\) on \(W(M)\), the author defines an associated adapted vector field \(X^h\) on \(W(M)\), which can be obtained by derivation of some approximate flow on \(M\). The main result then is that, under some regularity assumption, this class of adapted vector fields \(X^h\) is stable under Lie bracket. Moreover, the tangent process \(l\) such that \([X^h, X^k]= X^l\) is explicitly calculated as a function of the sufficiently smooth tangent processes \(h\) and \(k\) and of the geometry of \((M,\nabla)\).
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Wiener space
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Itô map
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integration by parts
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tangent process
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adapted vector field
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Lie bracket
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