Invertibility of adapted perturbations of the identity on abstract Wiener space

DOI10.1016/J.JFA.2011.12.025MaRDI QIDQ765907zbMATH OpenOpenAlexFDO

Authors Rémi Lassalle

Publication date 22 March 2012

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

Full work available at URL https://doi.org/10.1016/j.jfa.2011.12.025

zbMATH Keywords

entropyMalliavin calculusWasserstein distancestrong solutionsWiener measureinvertibility

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Brownian motion (60J65)

Recommendations

• Entropy, invertibility and variational calculus of adapted shifts on Wiener space
• A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space
• Local invertibility of adapted shifts on Wiener space, under finite energy condition
• Local Invertibility of Adapted Shifts on Wiener Space and Related Topics
• Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space

Cites work

• scientific article; zbMATH DE number 3932149 (Why is no real title available?)
• scientific article; zbMATH DE number 3727272 (Why is no real title available?)
• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3505964 (Why is no real title available?)
• scientific article; zbMATH DE number 1909499 (Why is no real title available?)
• A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space
• An Example of a Stochastic Differential Equation Having No Strong Solution
• An introduction to analysis on Wiener space
• Entropy, invertibility and variational calculus of adapted shifts on Wiener space
• Extension of the Cameron-Martin theorem to random translations
• Gaussian measures in Banach spaces
• Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space
• New results on the innovations problem for non-linear filtering
• On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel
• On the optimal filtering of diffusion processes
• Persistence of invertibility in the Wiener space
• Some relations between mutual information and estimation error in Wiener space
• Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space
• The construction of filtrations on abstract Wiener space
• Time reversal of infinite-dimensional diffusions
• Transformation of the Wiener measure under non-invertible shifts
• Transportation cost for Gaussian and other product measures

Cited in

(14)

• Optimal transport maps on infinite dimensional spaces
• On the form of the large deviation rate function for the empirical measures of weakly interacting systems
• An intrinsic calculus of variations for functionals of laws of semi-martingales
• Persistence of invertibility in the Wiener space
• On the stochastic least action principle for the Navier-Stokes equation
• The invertibility of adapted perturbations of identity on the Wiener space
• Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space
• Causal transport plans and their Monge-Kantorovich problems
• A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space
• Average preserving variation processes in view of optimization
• Local invertibility of adapted shifts on Wiener space, under finite energy condition
• Local Invertibility of Adapted Shifts on Wiener Space and Related Topics
• A representation of the relative entropy with respect to a diffusion process in terms of its infinitesimal generator
• Entropy, invertibility and variational calculus of adapted shifts on Wiener space

This page was built for publication: Invertibility of adapted perturbations of the identity on abstract Wiener space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q765907)