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.
Categories: math.PR math.FA math.ST stat.TH






