Autres expos\’es

Séminaire de Probabilités XXXVIII

Volume 1857 of the series Lecture Notes in Mathematics pp 205-225

Date:

Rotations and Tangent Processes on Wiener Space

  • Moshe ZakaiAffiliated withDepartment of Electrical Engineering , Technion-Israel Institute of Technology  Email author 

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Abstract.

The paper considers (a) Representations of measure preserving transformations (“rotations”) on Wiener space, and (b) The stochastic calculus of variations induced by parameterized rotations \(\{T_\theta w, 0 \le \theta \le \varepsilon\}\): “Directional derivatives” \((\mathrm{d} F(T_\theta w)/\mathrm{d}\theta)_{\theta = 0}\), “vector fields” or “tangent processes” \((\mathrm{d} T_\theta w /\mathrm{d}\theta)_{\theta = 0}\) and flows of rotations.

Mathematics Subject Classification (2000):

60Gxx 60Hxx 60Jxx