Transformation of Gaussian measure by infinite-dimensional stochastic flow

DOI10.1515/156939706778239800MaRDI QIDQ3440802zbMATH OpenOpenAlexFDO

Authors

Publication date 29 May 2007

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/156939706778239800

zbMATH Keywords

Wiener processstochastic differential equationstochastic flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Cites work

• scientific article; zbMATH DE number 44587 (Why is no real title available?)
• scientific article; zbMATH DE number 1991018 (Why is no real title available?)
• Anticipating flows on the Wiener space generated by vector fields of low regularity
• Calcul stochastique d�pendant d'un param�tre
• Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
• Gaussian measures in Banach spaces
• Stochastic Equations in Infinite Dimensions
• Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation
• Unicité de solutions d'équations différentielles sur l'espace de Wiener

Cited in

(4)

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• Additive functionals and push forward measures under Veretennikov's flow
• Characterizing Gaussian flows arising from Itô's stochastic differential equations
• Phase space transformations of Gaussian diffusions

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