Flows associated to tangent processes on the Wiener space (Q1304674): Difference between revisions

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Revision as of 21:48, 28 May 2024

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Flows associated to tangent processes on the Wiener space
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    Flows associated to tangent processes on the Wiener space (English)
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    26 December 2000
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    The authors construct flows associated to a certain tangent process which include the semimartingales that appear naturally in the study of the geometry of path spaces over a Riemannian manifold. They include, in particular, the Driver-Hsu case and also a horizontal lift of fields which are not constant and do not belong to the Cameron-Martin space. They prove the existence and uniqueness of the flow on the Wiener space. They treat tangent processes as point transformations in the Wiener space with corresponding (ponctual) norms. The article contains a section with some examples of tangent processes whose martingale part verify their assumptions.
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    Wiener measure
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    path space over a Riemann manifold
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    flows
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    tangent processes
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    Cameron-Martin space
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    Wiener space
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    martingale
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