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arxiv: math/0605433 · v3 · submitted 2006-05-16 · 🧮 math.PR · math.FA· math.ST· stat.TH

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

classification 🧮 math.PR math.FAmath.STstat.TH
keywords adaptedalmostconditionsidentityinvertibilityinvertiblenablaspace
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Let $(W,H,\mu)$ 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 $\exp({1/2}\|\nabla u\|_2^2-\delta u)\in L^q(\mu)$, 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 $\|\nabla^k u\|_{H^{\otimes(k+1)}}\in L^\infty(\mu)$, then $I_W+u$ is again almost surely invertible.

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