{
  "id": "1101.4974",
  "version": "v1",
  "published": "2011-01-25T23:26:53.000Z",
  "updated": "2011-01-25T23:26:53.000Z",
  "title": "On a flow of transformations of a Wiener space",
  "authors": [
    "J. Najnudel",
    "D. Stroock",
    "M. Yor"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we define, via Fourier transform, an ergodic flow of transformations of a Wiener space which preserves the law of the Ornstein-Uhlenbeck process and which interpolates the iterations of a transformation previously defined by Jeulin and Yor. Then, we give a more explicit expression for this flow, and we construct from it a continuous gaussian process indexed by R^2, such that all its restriction obtained by fixing the first coordinate are Ornstein-Uhlenbeck processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2011-01-25T23:26:53.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "wiener space",
      "transformation",
      "ornstein-uhlenbeck processes",
      "ergodic flow",
      "fourier transform"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}