Unicité de solutions d'équations différentielles sur l'espace de Wiener (Q801277)
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English | Unicité de solutions d'équations différentielles sur l'espace de Wiener |
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Unicité de solutions d'équations différentielles sur l'espace de Wiener (English)
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1984
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This is a natural continuation of the author's work [ibid. 54, 206-227 (1983; Zbl 0524.47028)]. Differential calculus in the sense of Malliavin is taken on the Wiener space X. The equations considered are of the type: \(du/dt=A(u(t)),\quad u(0)=x\in X,\) where A is defined on X with values in the Cameron-Martin subspace and is supposed to belong to certain Sobolev classes with respect to Wiener measure \(\mu\). Then a result of uniqueness of solutions (\(\mu\)-a.e.) is proved with the aid of a change of variables formula under the action of the flow.
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differential equations on Wiener space
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Differential calculus in the sense of Malliavin
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Cameron-Martin subspace
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Sobolev classes with respect to Wiener measure
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change of variables formula
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