The invertibility of adapted perturbations of identity on the Wiener space

A. Suleyman Üstünel; Moshe Zakai

doi:10.1016/j.crma.2006.02.031

Probability Theory/Functional Analysis

The invertibility of adapted perturbations of identity on the Wiener space

Presented by: Paul Malliavin

A. Suleyman Üstünel ¹; Moshe Zakai ²

¹ ENST – Paris, Département Infres, 46, rue Barrault, 75013 Paris, France
² Technion, Haifa, Department of Electrical Engineering, 32000 Haifa, Israel

Comptes Rendus. Mathématique, Volume 342 (2006) no. 9, pp. 689-692

Abstract (Original language)
Résumé

Let $(W, H, μ)$ be the classical Wiener space. Assume that $U = I_{W} + u$ is an adapted perturbation of identity, i.e., $u : W \to H$ 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 $(W, H, μ)$ l'espace de Wiener. Soit $U = I_{W} + u$ une perturbation d'identité adaptée, i.e., $u : W \to H$ est adaptée à la filtration canonique de W. Nous donnons quelques conditions suffisantes qui impliquent l'inversibilité de l'application U.

Received: 2006-02-14
Accepted: 2006-02-22
Published online: 2006-03-29

DOI: 10.1016/j.crma.2006.02.031

Author's affiliations:

A. Suleyman Üstünel ¹; Moshe Zakai ²

¹ ENST – Paris, Département Infres, 46, rue Barrault, 75013 Paris, France
² Technion, Haifa, Department of Electrical Engineering, 32000 Haifa, Israel

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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

References
Cited by

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[7] A.S. Üstünel; M. Zakai Transformation of Measure on Wiener Space, Springer-Verlag, 1999

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