Séminaire de Probabilités XXXVIII pp 205-225

Part of the Lecture Notes in Mathematics book series (LNM, volume 1857)

Rotations and Tangent Processes on Wiener Space

Autres expos\’es

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.

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Copyright information

© Springer-Verlag Berlin/Heidelberg 2005

Authors and Affiliations

  1. 1.Department of Electrical Engineering Technion-Israel Institute of Technology Haifa Israel

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