Let be the classical Wiener space. Assume that is an adapted perturbation of identity, i.e., is adapted to the canonical filtration of W. We give some sufficient analytic conditions on u which imply the invertibility of the map U.
Soit l'espace de Wiener. Soit une perturbation d'identité adaptée, i.e., est adaptée à la filtration canonique de W. Nous donnons quelques conditions suffisantes qui impliquent l'inversibilité de l'application U.
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A. Suleyman Üstünel 1; Moshe Zakai 2
@article{CRMATH_2006__342_9_689_0, author = {A. Suleyman \"Ust\"unel and Moshe Zakai}, title = {The invertibility of adapted perturbations of identity on the {Wiener} space}, journal = {Comptes Rendus. Math\'ematique}, pages = {689--692}, publisher = {Elsevier}, volume = {342}, number = {9}, year = {2006}, doi = {10.1016/j.crma.2006.02.031}, language = {en}, }
A. Suleyman Üstünel; Moshe Zakai. The invertibility of adapted perturbations of identity on the Wiener space. Comptes Rendus. Mathématique, Volume 342 (2006) no. 9, pp. 689-692. doi : 10.1016/j.crma.2006.02.031. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2006.02.031/
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