Some relations among classes of \(\sigma\)-fields on Wiener space (Q913365): Difference between revisions

Let \(\tau\) be a sub \(\sigma\)-field of the Wiener space \(\Omega =C_ 0[0,t]\). The following two characterizations are given for \(\tau\) to be first chaos generated, i.e., to be generated by countably many random variables belonging to the first Wiener chaos. Firstly, \(\tau\) is first chaos generated if and only if its tangent space is well defined and deterministic, and the Wiener integrals of elements of the tangent space are measurable with respect to \(\tau\). Secondly, \(\tau\) is first chaos generated if and only if \(\tau\) is stable both under the inverse of the generator of the infinite-dimensional Ornstein-Uhlenbeck semigroup and under the derivative operator, where stability here means essentially invariance of \(L^ 2(\tau)\) under the corresponding operators.