Rotations and Tangent Processes on Wiener Space
Abstract
Description
The paper considers (a) Representations of measure preserving transformations (``rotations'') on Wiener space, and (b) The stochastic calculus of variations induced by parameterized rotations $\{T_θw, 0 \le θ\le \eps\}$: ``Directional derivatives'' $(dF(T_θw)/d θ)_{θ=0}$, ``vector fields'' or ``tangent processes'' $(dT_θw /dθ)_{θ=0}$ and flows of rotations.
29 pages
29 pages