A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space

DOI10.1016/j.crma.2008.07.013zbMath1148.60033arXiv0809.0215OpenAlexW2166035966MaRDI QIDQ943650

Ali Süleyman Üstünel

Publication date: 10 September 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.0215

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

Local invertibility of adapted shifts on Wiener space, under finite energy condition ⋮ Invertibility of adapted perturbations of the identity on abstract Wiener space ⋮ Parametric Regularity of the Conditional Expectations via the Malliavin Calculus and Applications

Cites Work

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• The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
• The invertibility of adapted perturbations of identity on the Wiener space
• Stochastic differential equations for the non linear filtering problem
• Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space

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