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Geometry of foliations on the Wiener space and stochastic calculus of variations
Authors:Hélène Airault  Paul Malliavin  Jiagang Ren
Institution:1. Laboratoire CNRS UMR 6140, LAMFA (Amiens), INSSET, université de Picardie Jules Verne, 48, rue Raspail, 02100 Saint-Quentin, France;2. 10, rue Saint-Louis en l''Isle, 75004 Paris, France;3. Department of Mathematics, Zhongshan University, Guangzhou, Guangdong 510275, China
Abstract:Stochastic Calculus of variations deals with maps defined on the Wiener space, with finite dimensional range; within this context appears the notion of non-degenerate map, which corresponds roughly speaking to some kind of infinite dimensional ellipticity; a non-degenerate map has a smooth law; by conditioning, it generates a continuous desintegration of the Wiener measure. Infinite dimensional Stochastic Analysis and particularly SPDE theory raise the natural question of what can be done for maps with an infinite dimensional range; our approach to this problem emphasizes an intrinsic geometric aspect, replacing range by generated σ-field and its associated foliation of the Wiener space. To cite this article: H. Airault et al., C. R. Acad. Sci. Paris, Ser. I 339 (2004).
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