Flows associated to tangent processes on the Wiener space

DOI10.1006/JFAN.1999.3418MaRDI QIDQ1304674zbMATH OpenOpenAlexFDO

Authors F. Cipriano, Ana Bela Cruzeiro

Publication date 26 December 2000

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jfan.1999.3418

zbMATH Keywords

Cameron-Martin spaceflowsmartingalepath space over a Riemann manifoldtangent processesWiener measureWiener space

Mathematics Subject Classification ID

Infinite-dimensional manifolds (46T05) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12) Riemannian, Finsler and other geometric structures on infinite-dimensional manifolds (58B20)

Review text

The authors construct flows associated to a certain tangent process which include the semimartingales that appear naturally in the study of the geometry of path spaces over a Riemannian manifold. They include, in particular, the Driver-Hsu case and also a horizontal lift of fields which are not constant and do not belong to the Cameron-Martin space. They prove the existence and uniqueness of the flow on the Wiener space. They treat tangent processes as point transformations in the Wiener space with corresponding (ponctual) norms. The article contains a section with some examples of tangent processes whose martingale part verify their assumptions.

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Cites work

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Cited in

(12)

• The Lie bracket of adapted vector fields on Wiener spaces
• Tangent processes on Wiener space
• The divergence of Banach space valued random variables on Wiener space
• Reverse hypercontractivity over manifolds
• Flows associated to adapted vector fields on the Wiener space
• Quasi-invariant transformations on the path space over manifolds
• The Clark-Ocone formula for vector valued Wiener functionals
• Flows associated to Cameron-Martin type vector fields on path spaces over a Riemannian manifold
• scientific article; zbMATH DE number 1981805 (Why is no real title available?)
• scientific article; zbMATH DE number 774044 (Why is no real title available?)
• Differential structure and flow equations on rough path space
• Transport equations and quasi-invariant flows on the Wiener space

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