On flows associated to Sobolev vector fields in Wiener spaces: an approach \`a la DiPerna-Lions
Luigi Ambrosio, Alessio Figalli

TL;DR
This paper extends the DiPerna-Lions theory for ODEs with Sobolev vector fields to the setting of abstract Wiener spaces, broadening the theoretical framework for stochastic analysis.
Contribution
It introduces a novel approach to analyze flows associated with Sobolev vector fields in infinite-dimensional Wiener spaces, adapting DiPerna-Lions theory to this context.
Findings
Established existence and uniqueness of flows in Wiener spaces
Extended DiPerna-Lions theory to infinite-dimensional setting
Provided new tools for stochastic differential equations
Abstract
In this paper we extend the DiPerna-Lions theory on ODEs with Sobolev vector fields to the setting of abstract Wiener spaces.
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Taxonomy
TopicsMathematical Dynamics and Fractals · advanced mathematical theories · Stochastic processes and financial applications
