Summary
Let (W, H, μ) be an abstract Wiener space and letR(w) be a strongly measurable random variable with values in the set of isometries onH. Suppose that ∇Rh is smooth in the Sobolev sense and that it is a quasi-nilpotent operator onH for everyh∈H. It is shown that δ(R(w)h) is again a Gaussian (0, |h| 2 H )-random variable. Consequently, if (e i ,i∈ℕ)⊂W * is a complete, orthonormal basis ofH, then\(\tilde w = \sum\nolimits_i {(\delta R(w)e_i )e_i } \) defines a measure preserving transformation, a “rotation”, onW. It is also shown that if for some strongly measurable, operator valued (onH) random variableR, δ(R(w+k)h) is (0, |h| 2 H )-Gaussian for allk, h∈H, thenR is an isometry and ∇Rh is quasi-nilpotent for allH∈H. The relation between the stochastic calculi for these Wiener pathsw and\(\tilde w\), as well as the conditions of the inverbibility of the map\(w \to \tilde w\) are discussed and the problem of the absolute continuity of the image of the Wiener measure μ under Euclidean motion on the Wiener space (i.e.\(w \to \tilde w\) composed with a shift) is studied.
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Dedicated to the memory of Albert Badrikian
The research of the second author was supported by the Fund for the Promotion of Research at the Technion