Some measure-preserving point transformations on the Wiener space and their ergodicity
A. S. Ustunel, M. Zakai
Abstract
Suppose that T is a map of the Wiener space into itself, of the following type: T=I+u where u takes its values in the Cameron-Martin space H. Assume also that u is a finite sum of H-valued multiple Ito-Wiener integrals. In this work we prove that if T preserves the Wiener measure, then necessarily u is in the first Wiener chaos and the transformation corresponding to it is a rotation in the sense of [9]. Afterwards the ergodicity and mixing of such transformations, which are second quantizations of the unitary operators on the Cameron-Martin space, are characterized. Finally, the ergocity of the transformation dYt=gamma(t)dWt, 0 t 1 where W is n-dimensional Wiener and gamma is non random is characterized
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