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Transport equations and quasi-invariant flows on the Wiener space

Shizan FangDejun Luo

subject

Mathematics(all)General MathematicsMathematical analysisIntegral representation theorem for classical Wiener spaceMalliavin calculusDensity estimationSpace (mathematics)Quasi-invariant flowsDivergenceCommutator estimateFlow (mathematics)Transport equationsWiener spaceClassical Wiener spaceVector fieldInvariant (mathematics)Mathematics

description

Abstract We shall investigate on vector fields of low regularity on the Wiener space, with divergence having low exponential integrability. We prove that the vector field generates a flow of quasi-invariant measurable maps with density belonging to the space L log L . An explicit expression for the density is also given.

yearjournalcountryeditionlanguage
2010-04-01Bulletin des Sciences Mathématiques
10.1016/j.bulsci.2009.01.001http://dx.doi.org/10.1016/j.bulsci.2009.01.001