Abstract
The paper considers (a) Representations of measure preserving transformations (“rotations”) on Wiener space, and (b) The stochastic calculus of variations induced by parameterized rotations \(\{T_\theta w, 0 \le \theta \le \varepsilon\}\): “Directional derivatives” \((\mathrm{d} F(T_\theta w)/\mathrm{d}\theta)_{\theta = 0}\), “vector fields” or “tangent processes” \((\mathrm{d} T_\theta w /\mathrm{d}\theta)_{\theta = 0}\) and flows of rotations.
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© 2005 Springer-Verlag Berlin/Heidelberg
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Zakai, M. (2005). Rotations and Tangent Processes on Wiener Space. In: Émery, M., Ledoux, M., Yor, M. (eds) Séminaire de Probabilités XXXVIII. Lecture Notes in Mathematics, vol 1857. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-31449-3_15
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DOI: https://doi.org/10.1007/978-3-540-31449-3_15
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-23973-4
Online ISBN: 978-3-540-31449-3
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