Flows associated to adapted vector fields on the Wiener space

doi:10.1016/j.jfa.2007.07.015

CSpace > 应用数学研究所

	Flows associated to adapted vector fields on the Wiener space
	Gong, Fuzhou1 ; Zhang, Jingxiao 2
	2007-12-15
发表期刊	JOURNAL OF FUNCTIONAL ANALYSIS
ISSN	0022-1236
卷号	253 期号:2 页码:647-674
摘要	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.
关键词	flow adapted vector fields the modified Picard's iteration method the Wiener space
DOI	10.1016/j.jfa.2007.07.015
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics
WOS记录号	WOS:000252040300011
出版者	ACADEMIC PRESS INC ELSEVIER SCIENCE
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/5069
专题	应用数学研究所
通讯作者	Gong, Fuzhou
作者单位	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
推荐引用方式 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.