×

Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions. (English) Zbl 0956.60079

The existence of the global flow \(\{U_t\}\) generated by a vector field \(A\) from a Sobolev class \(W^{1,1}(\mu)\) on a finite- or infinite-dimensional space \(X\) with a sufficiently smooth measure \(\mu\) is proved in the case where \(\nabla A\) and the divergence of \(A\) with respect to \(\mu\) are exponentially integrable. The uniqueness theorems for these cases are also obtained. Among the examples of measures for which the developed theory works there are symmetric invariant measures of infinite-dimensional diffusions and Gibbs measures (which are typically essentially non-Gaussian). Moreover, the flows whose values are not necessarily in Cameron-Martin space are also considered.

MSC:

60H99 Stochastic analysis
60B99 Probability theory on algebraic and topological structures
Full Text: DOI

References:

[1] Albeverio, S.; Kondratiev, Yu. G.; Röckner, M., Dirichlet operators via stochastic analysis, J. Funct. Anal., 128, 102-138 (1995) · Zbl 0820.60042
[2] Antoniouk, A. V.; Antoniouk, A. V., Smoothing properties of semigroups for Dirichlet operators of Gibbs measures, J. Funct. Anal., 127, 390-430 (1995) · Zbl 0824.31004
[3] Bell, D., A quasi-invariance theorem for measures on Banach spaces, Trans. Amer. Math. Soc., 290, 841-845 (1985)
[4] Bell, D., The Malliavin Calculus. The Malliavin Calculus, Pitman Monographs and Surveys in Pure and Applied Mathematics, 34 (1987), Wiley: Wiley New York · Zbl 0678.60042
[5] Bell, D., Transformations of measures on an infinite-dimensional vector space, Seminar on Stochastic Processes, 1990, Vancouver, BC, 1990. Seminar on Stochastic Processes, 1990, Vancouver, BC, 1990, Progress in Probability, 24 (1991), Birkhäuser: Birkhäuser Boston, p. 15-25 · Zbl 0722.60009
[6] Bogachev, V. I., Locally convex spaces with the CLT property and supports of measures, Moscow Univ. Math. Bull., 41, 19-23 (1986) · Zbl 0664.60011
[7] Bogachev, V. I., Differentiable measures and the Malliavin calculus, J. Math. Sci., 87, 3577-3731 (1997) · Zbl 0929.58015
[8] Bogachev, V. I., Deterministic and stochastic differential equations in infinite dimensional spaces, Acta Appl. Math., 40, 25-93 (1995) · Zbl 0829.34050
[9] Bogachev, V. I., Gaussian Measures. Gaussian Measures, Math. Surveys Monogr., 62 (1998), Amer. Math. Soc · Zbl 0913.60035
[10] V. I. Bogachev, and, E. Mayer-Wolf, Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions, Preprint SFB 343, Univ. Bielefeld, 1995.; V. I. Bogachev, and, E. Mayer-Wolf, Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions, Preprint SFB 343, Univ. Bielefeld, 1995. · Zbl 0956.60079
[11] Bogachev, V. I.; Röckner, M., Regularity of invariant measures on finite and infinite dimensional spaces and applications, J. Funct. Anal., 133, 168-223 (1995) · Zbl 0840.60069
[12] Bogachev, V. I.; Röckner, M.; Schmuland, B., Generalized Mehler semigroups and applications, Probab. Theory Related Fields, 105, 193-225 (1996) · Zbl 0849.60066
[13] Bogachev, V. I.; Smolyanov, O. G., Analytic properties of infinite dimensional distributions, Russian Math. Surveys, 45, 3-104 (1990) · Zbl 0708.60049
[14] Borell, C., Gaussian Radon measures on locally convex spaces, Math. Scand., 38, 265-284 (1976) · Zbl 0335.28009
[15] Brandao, A., Global finite dimensional flows, Exposition Math., 13, 377-384 (1995) · Zbl 0844.34040
[16] Buckdahn, R., Anticipative Girsanov transformations, Probab. Theory Related Fields, 89, 211-238 (1991) · Zbl 0722.60059
[17] Cruzeiro, A.-B., Équations différentielles ordinaires: Non explosion et mesures quasi-invariantes, J. Funct. Anal., 54, 193-205 (1983) · Zbl 0523.28020
[18] Cruzeiro, A.-B., Équations différentielles sur l’espace de Wiener et formules de Cameron-Martin non linéaires, J. Funct. Anal., 54, 206-227 (1983) · Zbl 0524.47028
[19] Cruzeiro, A.-B., Unicité de solutions d’équations différentielles sur l’espace de Wiener, J. Funct. Anal., 58, 335-347 (1984) · Zbl 0551.47019
[20] Cruzeiro, A.-B., Estimations capacitaires sur l’espace de Wiener, I, Bull. Sci. Math. (2e ser.), 110, 139-147 (1986) · Zbl 0614.60067
[21] Cruzeiro, A.-B., Flows in infinite dimensions and associated transformations of Gaussian measures, Stochastic Methods in Mathematics and Physics, Karpacz, 1988 (1989), World Scientific: World Scientific Teaneck, p. 290-301
[22] Cruzeiro, A.-B.; Malliavin, P., Repère mobile et géometrie riemannienne sur les espaces des chemins, C. R. Acad. Sci. Paris Sér. 1, 319, 859-864 (1994) · Zbl 0809.60069
[23] Cruzeiro, A.-B.; Malliavin, P., Renormalized differential geometry on path space: structural equation, curvature, J. Funct. Anal., 139, 119-181 (1996) · Zbl 0869.60060
[24] Daletskii, Yu. L.; Sohadze, G., Absolute continuity of smooth measures, Funct. Anal. Appl., 22, 77-78 (1988) · Zbl 0693.58035
[25] Daletskii, Yu. L.; Fomin, S. V., Measures and Differential Equations in Infinite-Dimensional Spaces (1991), Kluwer: Kluwer Dordrecht/Norwell · Zbl 0753.46027
[26] DiPerna, R. J.; Lions, P. L., Ordinary differential equations, transport theory and Sobolev spaces, Invent. Math., 98, 511-547 (1989) · Zbl 0696.34049
[27] Driver, B., A Cameron-Martin type quasi-invariance theorem for the Brownian motion on a compact manifold, J. Funct. Anal., 110, 272-376 (1992) · Zbl 0765.60064
[28] Kusuoka, S., The nonlinear transformation of Gaussian measure on Banach space and its absolute continuity, J. Fac. Sci. Univ. Tokyo, Sect. IA Math., 29, 567-597 (1982) · Zbl 0525.60050
[29] Malliavin, M.; Malliavin, P., Integration on loop groups I. Quasi-invariant measures, J. Funct. Anal., 93, 207-237 (1990) · Zbl 0715.22024
[30] Malliavin, P., Géometrie différentielle stochastique (1978), Univ. de Montreal Presses: Univ. de Montreal Presses Montreal · Zbl 0393.60062
[31] Malliavin, P., Smooth \(σ\)-fields, (Mayer-Wolf, E.; Merzbach, E.; Schwartz, A., Stochastic Analysis (1991), Academic Press: Academic Press New York/Boston), 371-382 · Zbl 0754.60053
[32] Malliavin, P., Infinite dimensional analysis, Bull. Sci. Math. (Sér. 2), 117, 63-90 (1993) · Zbl 0869.60046
[33] Mayer-Wolf, E., Preservation of measure continuity under conditioning, J. Funct. Anal., 115, 227-246 (1993) · Zbl 0773.60028
[34] Nualart, D.; Ustunel, A. S.; Zakai, M., Some relations among classes of \(σ\)-fields, Probab. Theory Related Fields, 85, 119-129 (1990) · Zbl 0699.60039
[35] Peters, G., Flows on the Wiener space generated by vector fields with low regularity, C. R. Acad. Sci. Paris Sér. 1, 320, 1003-1008 (1995) · Zbl 0828.47040
[36] Peters, G., Anticipating flows on the Wiener space generated by vector fields of low regularity, J. Funct. Anal., 142, 129-192 (1996) · Zbl 0907.58005
[37] Ramer, R., On nonlinear transformations of Gaussian measures, J. Funct. Anal., 15, 166-187 (1974) · Zbl 0288.28011
[38] Skorohod, A. V., Integration in Hilbert Space (1974), Springer-Verlag: Springer-Verlag Berlin/New York · Zbl 0307.28010
[39] Smolyanov, O. G.; v. Weizsäcker, H., Differentiable families of measures, J. Funct. Anal., 118, 454-476 (1993) · Zbl 0795.46015
[40] Üstünel, A. S.; Zakai, M., On the structure of independence on Wiener space, J. Funct. Anal., 90, 113-137 (1990) · Zbl 0753.60008
[41] Üstünel, A. S.; Zakai, M., Transformation of Wiener measure under anticipative flows, Probab. Theory Related Fields, 93, 91-136 (1992) · Zbl 0767.60046
[42] Üstünel, A. S.; Zakai, M., Analyse de rotations aléatoires sur l’espace de Wiener, C. R. Acad. Sci. Paris Sér. 1, 319, 1069-1073 (1994) · Zbl 0810.60001
[43] Üstünel, A. S.; Zakai, M., Random rotations of the Wiener path, Probab. Theor. Relat. Fields, 103, 409-430 (1995) · Zbl 0832.60052
[44] Vakhania, N. N.; Tarieladze, V. I.; Chobanyan, S. A., Probability Distributions in Banach Spaces (1985), Nauka: Nauka Moscow · Zbl 0572.60003
[45] Zakai, M.; Zeitouni, O., When does the Ramer formula look like Girsanov formula?, Ann. Probab., 20, 1436-1440 (1992) · Zbl 0762.60029
[46] Ziemer, W., Weakly Differentiable Functions (1989), Springer-Verlag: Springer-Verlag Berlin/New York · Zbl 0692.46022
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.