Geometry of foliations on the Wiener space and stochastic calculus of variations (Q1763509)
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scientific article; zbMATH DE number 2136387
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| English | Geometry of foliations on the Wiener space and stochastic calculus of variations |
scientific article; zbMATH DE number 2136387 |
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Geometry of foliations on the Wiener space and stochastic calculus of variations (English)
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22 February 2005
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The aim of this dense note is to address a generalization of the well known theory of smooth maps on the Wiener space. This now classical theory concerns non-degenerate Wiener functionals having finite-dimensional range, and establishes that they admit a smooth law and generate a continuous disintegration of the Wiener measure. To approach the case of Wiener functionals with infinite-dimensional range, the authors establish, still in the finite-dimensional setting, a series of nontrivial formulae in terms of disintegration, lifts, divergence, foliation and curvature, which are dimension-free, and thus should extend to the infinite-dimensional setting.
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Wiener space
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Wiener measure
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foliations
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disintegration
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divergence
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curvature
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infinite-dimensional stochastic analysis
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0.7764242887496948
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