Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4591788 | Journal of Functional Analysis | 2007 | 28 Pages |
Abstract
The existence and uniqueness of a flow associated to an adapted vector field ξ on the Wiener space with are proved by a modified Picard's iteration method, mainly under the conditions of exponential integrability concerning bα as well as the first-order Malliavin gradients of and bα. A Newton–Leibnitz type inequality for a kind of Malliavin differentiable functionals is also proved, which is the key point to prove the above result, and has an independent interest.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory