The invertibility of adapted perturbations of identity on the Wiener space

Abstract

Let ( W , H , μ ) be the classical Wiener space. Assume that U = I W + u is an adapted perturbation of identity, i.e., u : W → 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. To cite this article: A.S. Üstünel, M. Zakai, C. R. Acad. Sci. Paris, Ser. I 342 (2006).