Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space

DOI10.1007/S00440-006-0044-ZMaRDI QIDQ2641904zbMATH OpenOpenAlexFDO

Authors A. S. Üstünel, Moshe Zakai

Publication date 17 August 2007

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0605433

zbMATH Keywords

Adapted perturbation of identityCarleman's inequalityChange of variables formulaH-C1 mapsLogarithmic Sobolev inequalityMalliavin calculusMultiplicityWiener measureWiener space

Mathematics Subject Classification ID

Measures and integration on abstract linear spaces (46G12) Gaussian processes (60G15) Continuity and singularity of induced measures (60G30) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: Let $(W,H,mu)$ be the classical Wiener space. Assume that $U=I_W+u$ is an adapted perturbation of identity, i.e., $u:WoH$ is adapted to the canonical filtration of $W$. We give some sufficient analytic conditions on $u$ which imply the invertibility of the map $U$. In particular it is shown that if $uinD{D}_{p,1}(H)$ is adapted and if $exp(1/2|ablau{|}_2^2-deltau)in{L}^q(mu)$, where $p^{-1}+q^{-1}=1$, then $I_W+u$ is almost surely invertible. As a consequence, if, there exists an integer $kgeq1$ such that $|abl{a}^{k}u{|}_{H^{otimes(k+1)}}in{L}^{i}nfty(mu)$, then $I_W+u$ is again almost surely invertible.

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Cited in

(10)

• Entropy, invertibility and variational calculus of adapted shifts on Wiener space
• The mean field Schrödinger problem: ergodic behavior, entropy estimates and functional inequalities
• The invertibility of adapted perturbations of identity on the Wiener space
• Persistence of invertibility in the Wiener space
• Local Invertibility of Adapted Shifts on Wiener Space and Related Topics
• Parametric regularity of the conditional expectations via the Malliavin calculus and applications
• Local invertibility of adapted shifts on Wiener space, under finite energy condition
• Average preserving variation processes in view of optimization
• Invertibility of adapted perturbations of the identity on abstract Wiener space
• A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space

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