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math.PR2003
The divergence of Banach space valued random variables on Wiener space
E. Mayer-Wolf, M. Zakai
The domain of definition of the divergence operator δon an abstract Wiener space (W, H, μ) is extended to include W-valued and W\otimesW-valued "integrands". The main properties an…
math.PR2003
Rotations and Tangent Processes on Wiener Space
M. Zakai
The paper considers (a) Representations of measure preserving transformations (``rotations'') on Wiener space, and (b) The stochastic calculus of variations induced by parameterize…