Tangent processes on Wiener space (Q1614785): Difference between revisions

The aim of this paper is to study rotations on an abstract Wiener space \((W,H,\mu)\), that means, measure preserving transformations induced by processes which are not necessarily adapted. The results extend several previous papers by Cruzeiro/Malliavin, Driver and Fang/Malliavin on transformations on the \(n\)-dimensional Wiener space induced by adapted processes. Consider a Wiener functional \(F\), \(u\in {\mathbb D}_{1,2}(H)\) and a random operator \(A\) defined on \(H\). Under some conditions on \(F\) and \(A\) the authors define the tangent operator \({\mathcal{L}}_{A,u}=\delta(A\nabla F)+\nabla_uF\), where \(\nabla\) is the gradient operator and \(\delta\) its adjoint. It is proved that if \(A\) is anti-symmetric and \(u=0\), then \(\mathcal{L}_A\) is a derivation operator. An extension of \(\mathcal{L}_A\) to the Wiener path \(w\) is defined via the Itô-Nisio representation theorem. \({\mathcal{L}}_A w\) is called the tangent process. Special examples of tangent processes are analysed covering both, the finite- and the infinite-dimensional case. The last section deals with measure-preserving flows associated with tangent spaces as a tool to study the solutions of a particular type of ordinary differential equations on the Wiener space.