The quasi-sure existence of solutions for differential equations on Wiener space (Q1894182): Difference between revisions
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Latest revision as of 21:23, 19 March 2024
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English | The quasi-sure existence of solutions for differential equations on Wiener space |
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The quasi-sure existence of solutions for differential equations on Wiener space (English)
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10 January 1996
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Let \((X, H, \mu)\) be an abstract Wiener space and \(A\) be a vector field on \(X\) which is a smooth mapping from \(X\) into \(H\) in the Malliavin sense. The author considers the differential equation \({dV_t\over dt} (x)= A(V_t(x)+ x)\), \(V_0(x)= 0\), and proves that, after a suitable quasi-continuous modification of \(A\), there exists \(V_t(x)\) satisfying the equation for all \(t\in \mathbb{R}\) quasi-everywhere. The notion ``quasi- everywhere'' is understood with respect to \((r, p)\)-capacity (for all \(r\geq 0\) and \(p> 1\)) associated with the Ornstein-Uhlenbeck operator. This is an extension of the result of \textit{A. B. Cruseiro} [J. Funct. Anal. 54, 206-227 (1983; Zbl 0524.47028)] who proved the almost-sure existence of the solution.
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abstract Wiener space
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Ornstein-Uhlenbeck operator
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almost-sure existence
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