Intertwining and the Markov Uniqueness Problem on Path Spaces
K David Elworthy, Xue-Mei Li · Lecture notes in pure and applied mathematics · 2005
Techniques of intertwining by Itô maps are applied to uniqueness questions for the Gross-Sobolev derivatives that arise in Malliavin calculus on path spaces.In particular claims in our article [Elworthy-Li3] are corrected and put in the context of the Markov uniqueness problem and weak differentiability.Full proofs in greater generality will appear in .