Sufficient Conditions for the Invertibility of Adapted Perturbations of Identity on the Wiener Space

Ustunel, Ali Suleyman; Zakai, Moshe

Sufficient Conditions for the Invertibility of Adapted Perturbations of Identity on the Wiener Space

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Description

Let $(W,H,μ)$ be the classical Wiener space. Assume that $U=I_W+u$ is an adapted perturbation of identity, i.e., $u:W\to H$ is adapted to the canonical filtration of $W$. We give some sufficient analytic conditions on $u$ which imply the invertibility of the map $U$. In particular it is shown that if $u\in \DD_{p,1}(H)$ is adapted and if $\exp({1/2}\|\nabla u\|_2^2-δu)\in L^q(μ)$, where $p^{-1}+q^{-1}=1$, then $I_W+u$ is almost surely invertible. As a consequence, if, there exists an integer $k\geq 1$ such that $\|\nabla^k u\|_{H^{\otimes(k+1)}}\in L^\infty(μ)$, then $I_W+u$ is again almost surely invertible.