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Properties of Measure-preserving Shifts on the Wiener Space

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Stochastic Analysis and Mathematical Physics

Part of the book series: Progress in Probability ((PRPR,volume 50))

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Abstract

Let (W, H, μ) be an abstract Wiener space and let T: WW be a measurable map of the form T = I w + u, where u is a Wiener functional with values in the Cameron-Martin space H. Assume that μ is invariant under T and that almost surely, the map hu(w + h) is Fréchet differentiable on H. Then we prove some pointwise properties of T; namely, that T has a universally measurable right inverse that is absolutely continuous, and the set of nondegeneracy of T has full μ-measure. Finally, in the case E[|∧|] ≤ 1 (see the introduction), we show that T, in fact, is almost surely a bijection.

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© 2001 Springer Science+Business Media New York

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Üstünel, A.S. (2001). Properties of Measure-preserving Shifts on the Wiener Space. In: Cruzeiro, A.B., Zambrini, JC. (eds) Stochastic Analysis and Mathematical Physics. Progress in Probability, vol 50. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-0127-4_8

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  • DOI: https://doi.org/10.1007/978-1-4612-0127-4_8

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-6624-2

  • Online ISBN: 978-1-4612-0127-4

  • eBook Packages: Springer Book Archive

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