Let be the classical Wiener space. Assume that is an adapted perturbation of identity, i.e., is adapted to the canonical filtration of W. We give some sufficient analytic conditions on u which imply the invertibility of the map U.
Soit l'espace de Wiener. Soit une perturbation d'identité adaptée, i.e., est adaptée à la filtration canonique de W. Nous donnons quelques conditions suffisantes qui impliquent l'inversibilité de l'application U.
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@article{CRMATH_2006__342_9_689_0, author = {\"Ust\"unel, A. Suleyman and Zakai, Moshe}, title = {The invertibility of adapted perturbations of identity on the {Wiener} space}, journal = {Comptes Rendus. Math\'ematique}, pages = {689--692}, publisher = {Elsevier}, volume = {342}, number = {9}, year = {2006}, doi = {10.1016/j.crma.2006.02.031}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/j.crma.2006.02.031/} }
TY - JOUR AU - Üstünel, A. Suleyman AU - Zakai, Moshe TI - The invertibility of adapted perturbations of identity on the Wiener space JO - Comptes Rendus. Mathématique PY - 2006 SP - 689 EP - 692 VL - 342 IS - 9 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.crma.2006.02.031/ DO - 10.1016/j.crma.2006.02.031 LA - en ID - CRMATH_2006__342_9_689_0 ER -
%0 Journal Article %A Üstünel, A. Suleyman %A Zakai, Moshe %T The invertibility of adapted perturbations of identity on the Wiener space %J Comptes Rendus. Mathématique %D 2006 %P 689-692 %V 342 %N 9 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.crma.2006.02.031/ %R 10.1016/j.crma.2006.02.031 %G en %F CRMATH_2006__342_9_689_0
Üstünel, A. Suleyman; Zakai, Moshe. The invertibility of adapted perturbations of identity on the Wiener space. Comptes Rendus. Mathématique, Volume 342 (2006) no. 9, pp. 689-692. doi : 10.1016/j.crma.2006.02.031. http://archive.numdam.org/articles/10.1016/j.crma.2006.02.031/
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