Rotations and Tangent Processes on Wiener Space

Details Rotations and Tangent Processes on Wiener Space Rotations and Tangent Processes on Wiener Space

2003-01-30

arxiv.org/abs/math/0301351v1

In Seminaire de Probabilities XXXVIII, Lecture Notes in Mathematics, Vol. 1857, pages 205-225. Springer, Berlin Heidelberg New

Mathematics

Probability

29 pages

Scientific paper

The paper considers (a) Representations of measure preserving transformations (``rotations'') on Wiener space, and (b) The stochastic calculus of variations induced by parameterized rotations $\{T_\theta w, 0 \le \theta \le \eps\}$: ``Directional derivatives'' $(dF(T_\theta w)/d \theta)_{\theta=0}$, ``vector fields'' or ``tangent processes'' $(dT_\theta w /d\theta)_{\theta=0}$ and flows of rotations.

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