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The divergence of Banach space valued random variables on Wiener space
Authors:E Mayer-Wolf  M Zakai
Institution:(1) Department of Mathematics, Technion I.I.T., Haifa, Israel;(2) Department of Electrical Engineering, Technion I.I.T., Haifa, Israel
Abstract:The domain of definition of the divergence operator δ on an abstract Wiener space (W,H,μ) is extended to include W–valued and MediaObjects/s00440-004-0397-0flb1.gif– valued “integrands”. The main properties and characterizations of this extension are derived and it is shown that in some sense the added elements in δ’s extended domain have divergence zero. These results are then applied to the analysis of quasiinvariant flows induced by W-valued vector fields and, among other results, it turns out that these divergence-free vector fields “are responsible” for generating measure preserving flows. Mathematics Subject Classification (2000): Primary 60H07, Secondary 60H05 An erratum to this article is available at .
Keywords:Abstract Wiener Space  Divergence  Flows
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