Quasi sure analysis of stochastic flows and Banach space valued smooth functionals on the Wiener space (Q2367699)

The authors prove Meyer's inequalities for smooth functionals on the Wiener space, taking values in a separable Banach space which belongs to the class UMD. Pisier's method is ingeniously adapted and developed to cover this case. This result is then applied to derive regularity of the stochastic flow \(U_{x,\tau}(a)\) generated by a Stratonovich system of S.D.E.'s with smooth, bounded coefficients. It is shown that if \(x_ n\) is a piecewise linear approximation of an element \(x\) of the Wiener space, then for every \(x\) outside a slim (i.e., of capacity zero) set, \(U_{x_ n}\) considered as the functions of both time \((\tau)\) and initial state \((a)\) converges in appropriate Banach space. This is a significant strengthening of \textit{J. Ren}'s result [Bull. Sci. Math., II. Sér. 114, No. 2, 187-213 (1990; Zbl 0707.60056)].