KMS Of Academy of mathematics and systems sciences, CAS
| Flows associated to adapted vector fields on the Wiener space | |
Gong, Fuzhou1 ; Zhang, Jingxiao2
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| 2007-12-15 | |
| Source Publication | JOURNAL OF FUNCTIONAL ANALYSIS
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| ISSN | 0022-1236 |
| Volume | 253Issue:2Pages:647-674 |
| Abstract | The existence and uniqueness of a flow associated to an adapted vector field xi on the Wiener space with d(tau)xi(alpha) = a(alpha)(beta)d omega(beta)(tau) + b(alpha) d tau are proved by a modified Picard's iteration method, mainly under the conditions of exponential integrability concerning b(alpha) as well as the first-order Malliavin gradients of a(alpha)(beta) and b(alpha). A Newton-Leibnitz type inequality for a kind of Malliavin differentiable functionals is also proved, which is the key point to prove the above result, and has an independent interest. (c) 2007 Elsevier Inc. All rights reserved. |
| Keyword | flow adapted vector fields the modified Picard's iteration method the Wiener space |
| DOI | 10.1016/j.jfa.2007.07.015 |
| Language | 英语 |
| WOS Research Area | Mathematics |
| WOS Subject | Mathematics |
| WOS ID | WOS:000252040300011 |
| Publisher | ACADEMIC PRESS INC ELSEVIER SCIENCE |
| Citation statistics | |
| Document Type | 期刊论文 |
| Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/5069 |
| Collection | 应用数学研究所 |
| Corresponding Author | Gong, Fuzhou |
| Affiliation | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China 2.Renmin Univ China, Sch Stat, Beijing 1000872, Peoples R China |
| Recommended Citation GB/T 7714 | Gong, Fuzhou,Zhang, Jingxiao. Flows associated to adapted vector fields on the Wiener space[J]. JOURNAL OF FUNCTIONAL ANALYSIS,2007,253(2):647-674. |
| APA | Gong, Fuzhou,&Zhang, Jingxiao.(2007).Flows associated to adapted vector fields on the Wiener space.JOURNAL OF FUNCTIONAL ANALYSIS,253(2),647-674. |
| MLA | Gong, Fuzhou,et al."Flows associated to adapted vector fields on the Wiener space".JOURNAL OF FUNCTIONAL ANALYSIS 253.2(2007):647-674. |
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