arXiv math/03013512003-01-30math.PR

Rotations and Tangent Processes on Wiener Space

M. Zakai

备注：: 29 pages
发表信息：: In Seminaire de Probabilities XXXVIII, Lecture Notes in Mathematics, Vol. 1857, pages 205-225. Springer, Berlin Heidelberg New York (2004).

英文摘要：

The paper considers (a) Representations of measure preserving transformations (``rotations'') on Wiener space, and (b) The stochastic calculus of variations induced by parameterized rotations $\{T_θw, 0 \le θ\le \eps\}$: ``Directional derivatives'' $(dF(T_θw)/d θ)_{θ=0}$, ``vector fields'' or ``tangent processes'' $(dT_θw /dθ)_{θ=0}$ and flows of rotations.

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