Geometry of foliations on the Wiener space and stochastic calculus of variations |
| |
Authors: | Hélène Airault Paul Malliavin Jiagang Ren |
| |
Affiliation: | 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). |
| |
Keywords: | |
本文献已被 ScienceDirect 等数据库收录! |
|