The quasi-sure uniqueness of solutions for differential equations on Wiener space (Q1306876)
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English | The quasi-sure uniqueness of solutions for differential equations on Wiener space |
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The quasi-sure uniqueness of solutions for differential equations on Wiener space (English)
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5 December 1999
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Let \((X,H,\mu)\) be an abstract Wiener space and \(A\) a vector field on \(X\) which is a smooth mapping from \(X\) in \(H\) in the sense of Malliavin. In a previous paper [J. Math. Kyoto Univ. 34, No. 4, 767-796 (1994; Zbl 0828.34053)], the author constructed a solution to the problem \[ \frac{d}{dt}(U_t(x))=A(U_t(x));\quad U_0(x)=x,\tag{1} \] quasi everywhere, i.e. for all \(x\) excepting a set of \((r,p)\) capacity \(0\) for all \(r>0\) and \(p>1\), the capacity being associated with the Ornstein-Uhlembeck operator on Wiener space. In another paper published in [J. Funct. Anal. 137, No. 2, 381-393 (1996; Zbl 0879.47028)], the author chose a quasi-continuous modification \(\widetilde{A}(x)\) of \(A(x)\) defined everywhere on \(X\) and constructed \(U_t(x)\), \(t\in \mathbb{R}\), \(x\in X\) satisfying \[ U_t(x)=x+\int_0^t \widetilde{A}(U_s(x)) ds \quad \text{for quasi every}\quad x\in X, \tag \(*\) \] for all \(t \in \mathbb{R}\) and such that the mapping \(x \to U_t(x)\) preserved the class of slim sets for every \(t\) and the flow property \((**)\) \(U_t \circ U_x(x)= U_{t=s}(x)\) holds q.e. for every \(t\) and \(s\). In these hypotheses, in the present paper the author proves that the solution satisfying \((**)\) exists quasi everywhere uniquely, the uniqueness being understood in the sense that, if \(\Psi_t(x)\) is a solution to (1) and \(\Phi_t(x)= \Psi_t(x)-x\) satisfies the flow property for all \(t,s \in \mathbb{R},\) q.e. \(x,\) then one has \(U_t(x)=\Psi_t(x),\) for all \(t \in \mathbb{R}\) q.e. \(x\) or, equivalently, \(V_t(x)=\Phi_t(x),\) for all \(t \in \mathbb{R},\) q.e. \(x.\)
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differential equations
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Wiener spaces
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abstract Wiener space
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Ornstein-Uhlembeck operator
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