Article ID Journal Published Year Pages File Type
4591788 Journal of Functional Analysis 2007 28 Pages PDF
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