AbstractLet (W,H,μ) be an abstract Wiener space. It is well known that a continuously increasing sequence of projections on H enables to define the notion of adapted shift. Under the assumption that such a sequence exists, we study the invertibility of adapted shifts on abstract Wiener space. In particular we extend a recent result of Üstünel which relates the invertibility of an adapted perturbation of the identity on the classical Wiener space, to the equality between the energy of the signal and the relative entropy of the measure it induces. We also extend this result to a probability absolutely continuous but not necessarily equivalent to the Wiener measure, with finite entropy. Finally, we relate this theorem both to the Monge problem...
We address the Monge problem in the abstract Wiener space and we give an existence result provided b...
Albeverio S, FUKUSHIMA M, Hansen W, MA ZM, Röckner M. An invariance result for capacities on Wiener ...
AbstractThe classical representation of random variables as the Itô integral of nonanticipative inte...
AbstractLet (W,H,μ) be an abstract Wiener space. It is well known that a continuously increasing seq...
AbstractIn this work we study the necessary and sufficient conditions for a positive random variable...
In this work we study the necessary and sufficient conditions for a positive random variable whose e...
We investigate certain rotation properties of the abstract Wiener measure. To determine our rotation...
Let (E, H, m) be an abstract Wiener space and (Omega, H, gamma) be the corresponding Ito's Wiener sp...
I this work we investigate a notion of stochastic invertibility on Wiener space. Rougghly speaking a...
AbstractLet (E, H, m) be an abstract Wiener space and (Ω, H, γ) be the corresponding Ito's Wiener sp...
AbstractMeasurable linear transformations from an abstract Wiener space to a Hilbert space are chara...
We show that one can always linearly embed an abstract Wiener space (E, H, m) into the corresponding...
AbstractThe abstract Wiener space, unlike the classical Wiener space, does not possess a natural not...
Abstract. We address the Monge problem in the abstract Wiener space and we give an existence result ...
We consider transformations of the form (TaX)t x + /a(s,x)ds 0 on the space C of all continuous func...
We address the Monge problem in the abstract Wiener space and we give an existence result provided b...
Albeverio S, FUKUSHIMA M, Hansen W, MA ZM, Röckner M. An invariance result for capacities on Wiener ...
AbstractThe classical representation of random variables as the Itô integral of nonanticipative inte...
AbstractLet (W,H,μ) be an abstract Wiener space. It is well known that a continuously increasing seq...
AbstractIn this work we study the necessary and sufficient conditions for a positive random variable...
In this work we study the necessary and sufficient conditions for a positive random variable whose e...
We investigate certain rotation properties of the abstract Wiener measure. To determine our rotation...
Let (E, H, m) be an abstract Wiener space and (Omega, H, gamma) be the corresponding Ito's Wiener sp...
I this work we investigate a notion of stochastic invertibility on Wiener space. Rougghly speaking a...
AbstractLet (E, H, m) be an abstract Wiener space and (Ω, H, γ) be the corresponding Ito's Wiener sp...
AbstractMeasurable linear transformations from an abstract Wiener space to a Hilbert space are chara...
We show that one can always linearly embed an abstract Wiener space (E, H, m) into the corresponding...
AbstractThe abstract Wiener space, unlike the classical Wiener space, does not possess a natural not...
Abstract. We address the Monge problem in the abstract Wiener space and we give an existence result ...
We consider transformations of the form (TaX)t x + /a(s,x)ds 0 on the space C of all continuous func...
We address the Monge problem in the abstract Wiener space and we give an existence result provided b...
Albeverio S, FUKUSHIMA M, Hansen W, MA ZM, Röckner M. An invariance result for capacities on Wiener ...
AbstractThe classical representation of random variables as the Itô integral of nonanticipative inte...