Invertibility of adapted perturbations of the identity on abstract Wiener space

DOI10.1016/J.JFA.2011.12.025zbMATH Open1251.60046OpenAlexW2068999135MaRDI QIDQ765907FDOQ765907

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

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

zbMATH Keywords

entropyMalliavin calculusWasserstein distancestrong solutionsWiener measureinvertibility

Mathematics Subject Classification ID

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

Cites Work

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• On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel
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• A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space

Cited In (14)

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

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