On the uniform integrability of the Radon-Nikodym densities for Wiener measure (Q1281652)
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scientific article; zbMATH DE number 1268060
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| English | On the uniform integrability of the Radon-Nikodym densities for Wiener measure |
scientific article; zbMATH DE number 1268060 |
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On the uniform integrability of the Radon-Nikodym densities for Wiener measure (English)
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2 January 2001
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The paper considers nonlinear transformations of the abstract Wiener space \((W,H,\mu)\). Especially, the invertibility of the mapping \(T:W\to{W}:w\mapsto{w+u(w)}\), where \(u:W\to{H}\) is ``small'', is in the center of the authors' interest. The paper presents a set of conditions under which the mapping \(T\) is invertible, the Radon-Nikodym density of \(T\) and of its inverse, both considered as random variables, can be evaluated. The results are applied for the description of a flow fulfilling a particular differential equation.
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separable Banach space
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separable Hilbert space
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abstract Wiener space
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Sobolev spaces of Wiener functionals
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Radon-Nikodym derivative
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flow of transformations
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0.8160235285758972
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0.8118196129798889
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