{ "id": "math/0605433", "version": "v3", "published": "2006-05-16T12:30:11.000Z", "updated": "2006-11-01T14:44:16.000Z", "title": "Sufficient Conditions for the Invertibility of Adapted Perturbations of Identity on the Wiener Space", "authors": [ "Ali Suleyman Ustunel", "Moshe Zakai" ], "categories": [ "math.PR", "math.FA", "math.ST", "stat.TH" ], "abstract": "Let $(W,H,\\mu)$ be the classical Wiener space. Assume that $U=I_W+u$ is an adapted perturbation of identity, i.e., $u:W\\to H$ is adapted to the canonical filtration of $W$. We give some sufficient analytic conditions on $u$ which imply the invertibility of the map $U$. In particular it is shown that if $u\\in \\DD_{p,1}(H)$ is adapted and if $\\exp({1/2}\\|\\nabla u\\|_2^2-\\delta u)\\in L^q(\\mu)$, where $p^{-1}+q^{-1}=1$, then $I_W+u$ is almost surely invertible. As a consequence, if, there exists an integer $k\\geq 1$ such that $\\|\\nabla^k u\\|_{H^{\\otimes(k+1)}}\\in L^\\infty(\\mu)$, then $I_W+u$ is again almost surely invertible.", "revisions": [ { "version": "v3", "updated": "2006-11-01T14:44:16.000Z" } ], "analyses": { "subjects": [ "60H07", "60H05", "60H25", "60G15", "60G30", "60G35", "46G12", "47H05", "35J60" ], "keywords": [ "adapted perturbation", "sufficient conditions", "invertibility", "sufficient analytic conditions", "classical wiener space" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2006math......5433S" } } }