On the structure of independence on Wiener space

DOI10.1016/0022-1236(90)90081-UMaRDI QIDQ1813255zbMATH OpenFDO

Authors A. S. Üstünel, Moshe Zakai

Publication date 25 June 1992

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

Full work available at URL https://doi.org/10.1016/0022-1236(90)90081-U

zbMATH Keywords

independenceorthogonality of the weak derivativesrandom elements in Wiener spaces

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

Review text

The authors continue the investigations on independence of random elements in Wiener spaces started in [C. R. Acad. Sci., Paris, Sér. I 306, No. 4, 199-201 (1988; Zbl 0639.60059) and ibid., No. 12, 487-489 (1988; Zbl 0652.60057)]. The main purpose of this paper is to investigate the relations between the independence of certain classes of sub- \(\sigma\)-fields and the orthogonality of the weak derivatives of the random elements generating the sub-\(\sigma\)-fields.

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Cites work

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• scientific article; zbMATH DE number 4042974 (Why is no real title available?)
• scientific article; zbMATH DE number 4064177 (Why is no real title available?)
• scientific article; zbMATH DE number 3483022 (Why is no real title available?)
• scientific article; zbMATH DE number 3244852 (Why is no real title available?)
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Cited in

(17)

• Skorohod stochastic differential equations of diffusion type
• On the extension of generalized Lipschitz mappings
• Differentiable measures and the Malliavin calculus
• Dynamical systems generated by Sobolev class vector fields in finite and infinite dimensions
• Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions
• Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity
• Geometry of foliations on the Wiener space and stochastic calculus of variations
• Gaussian measures on linear spaces
• Embedding the abstract Wiener space in a probability space
• Geometric analysis of conditional independence on Wiener space
• Solution of the Monge-Ampère equation on Wiener space for general log-concave measures
• On existence of a solution for differential equation with interaction
• scientific article; zbMATH DE number 4042974 (Why is no real title available?)
• scientific article; zbMATH DE number 4064177 (Why is no real title available?)
• scientific article; zbMATH DE number 15791 (Why is no real title available?)
• The 2D Euler equations and the statistical transport equations
• Some relations among classes of \(\sigma\)-fields on Wiener space

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