Transport equations and quasi-invariant flows on the Wiener space (Q966115): Difference between revisions

Let \(\left( W, H, \mu \right)\) be an abstract Wiener space, that is, \(W\) is a separable Banach space, \(H\) is a separable Hilbert space continuously and densely embedded into \(W\), and \(\mu\) is the Gaussian measure on \(W\). The authors consider the following transport problem on \(\left( W, H, \mu \right)\) for \(T>0\), \(u \in L^{\infty}\left( [0, T], L^{q}\left( W, \mu \right)\right)\) \[ \frac{du_{t}}{dt}+Z\cdot \nabla u_{t}+cu_{t}=0, \;u|_{t=0}=u_{0}, \] where \(Z\) is a vector field on \(W\) of the Sobolev class \(p\), and \(1<p \leqslant 2\), \(\frac{1}{p}+\frac{1}{q}=1\). Then first of all under exponential integrability assumption on \(Z\) and its gradient, the authors prove that this equation has a unique solution in \(L^{\infty}\left( [0, T], L^{q}\left( W, \mu \right)\right)\) if \(u_{0} \in L^{q^{\prime}}\left( W \right)\) with \(q^{\prime} > q\). Moreover, in the case when \(\left( W, H, \mu \right)\) is the classical Wiener space, they construct the flow that corresponds to the vector field \(Z\) using the transport equations. This flow generates a flow of quasi-invariant measurable maps, and the paper gives an explicit formula of the Radon-Nikodym density.