Publication:1920991

DOI10.1007/BF02362918zbMATH Open0881.28009OpenAlexW2019780789MaRDI QIDQ1920991FDOQ1920991

Vladimir I. Bogachev

Publication date: 17 February 1998

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02362918

zbMATH Keywords

Gaussian measureslocally convex spacesRadon measuresMalliavin Calculus

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Probability theory on linear topological spaces (60B11) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12)

Cites Work

• Asymptotic evaluation of certain markov process expectations for large time, I
• Theory of Reproducing Kernels
• Gaussian measures in Banach spaces
• Stochastic processes and statistical inference
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• Dirichlet forms and analysis on Wiener space
• Convex measures on locally convex spaces
• Geometry of Banach spaces. Selected topics
• Mathematical methods of non-Archimedean physics
• Optimization and nonsmooth analysis
• Large deviations and the Malliavin calculus
• Every Hilbert subspace of a Wiener space has measure zero
• The free Markoff field
• A Family of Integrals Serving to Connect the Wiener and Feynman Integrals
• Analytic properties of infinite-dimensional distributions
• Logarithmic Sobolev Inequalities
• MEASURES ON LINEAR TOPOLOGICAL SPACES
• Non-Hilbertian structure of the Wiener measure
• Fluctuations and Irreversible Processes
• The Gross-Sazonov theorem for signed cylindrical measures
• Hausdorff measures on the Wiener space.
• Laplace-Gauß integrals, Gaussian measure asymptotic behaviour and probabilities of moderate deviations
• On the rate of convergence in the central limit theorem in Banach spaces
• Time reversal of infinite-dimensional diffusions
• On the lower tail of Gaussian seminorms
• Exponential inequalities for sums of random vectors
• On a characterization of the Sobolev spaces over an abstract Wiener space
• Rademacher's theorem for Wiener functionals
• Transformations of Wiener integrals under translations
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• The Density of the Distribution of the Maximum of a Gaussian Process
• An invariance principle for the law of the iterated logarithm
• Transformations of Wiener Integrals Under a General Class of Linear Transformations
• The Malliavin calculus, a functional analytic approach
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• Logarithmic Sobolev inequalities and exponential integrability
• Potential theory on Hilbert space
• Tensor Algebras Over Hilbert Spaces. I
• Radon-Nikodym Derivatives of Gaussian Measures
• A Fundamental Solution of the Parabolic Equation on Hilbert Space. II: The Semigroup Property
• Stochastic evolution equations
• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Processus linéaires, processus généralisés
• Gaussian Measures on Function Spaces
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
• Differentiability of Lipschitz functions on Banach spaces
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• The translation pathology of Wiener space
• Dirichlet forms and diffusion processes on rigged Hilbert spaces
• Some Asymptotic Formulas for Wiener Integrals
• On Some Measures Analogous to Haar Measure.
• The behavior of measure and measurability under change of scale in Wiener space
• Regularity of Gaussian processes
• Non-anticipative representations of equivalent Gaussian processes
• Representation of Gaussian processes equivalent to Wiener process
• On the Distribution of the Maximum of a Gaussian Process
• Laplace's method for Gaussian integrals with an application to statistical mechanics
• On the continuity of Ornstein-Uhlenbeck processes in infinite dimensions
• Gaussian null sets and differentiability of Lipschitz map on Banach spaces
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• Differentiability of Lipschitzian mappings between Banach spaces
• Continuity of \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
• Sample functions of the Gaussian process
• Les fonctions aléatoires comme éléments aléatoires dans les espace de Banach
• Éléments extrémaux pour les inégalités de Brunn-Minkowski gaussiennes (Extreme elements for the Gaussian Brunn-Minkowski inequalities)
• Continuous Markov processes and stochastic equations
• Transformation of Wiener measure under anticipative flows
• Quasi-Differentiable Functions on Banach Spaces
• Polynomials and multilinear mappings in topological vector-spaces
• The Gaussian measure of shifted balls
• Fractional order Sobolev spaces on Wiener space
• Positive generalized Wiener functions and potential theory over abstract Wiener spaces
• On nonlinear transformations of Gaussian measures
• Generalized Mehler semigroups and applications
• Abstract Wiener spaces and applications to analysis
• On equivalence of infinite product measures
• (r, p)-Capacity on the Wiener space and properties of Brownian motion
• Methods de laplace et de la phase stationnaire sur l'espace de wiener
• Mappings of Gaussian Cylindrical Measures in Banach Spaces
• Holder Conditions for Realizations of Gaussian Processes
• Lectures on stochastic differential equations and Malliavin calculus
• Asymptotics for the polaron
• Symétrisation dans l'espace de Gauss.
• Pettis integral and measure theory
• The probability of small Gaussian ellipsoids and associated conditional moments
• Some zero-one laws for Gaussian processes
• Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
• Integration Theory on Infinite-Dimensional Manifolds
• Absolute continuity of probability laws of Wiener functionals
• Tail probabilities of Gaussian suprema and Laplace transform
• Regularity of invariant measures on finite and infinite dimensional spaces and applications
• Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques
• Linear sample spaces and stable processes
• Existence of invariant measures of diffusions on an abstract Wiener space
• When does the Ramer formula look like the Girsanov formula?
• Differentiable functions on certain Banach spaces
• Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
• On the Onsager-Machlup functional of diffusion processes around non \(C^ 2\) curves
• Differentiation Theorem for Gaussian Measures on Hilbert Space
• On Distributions of Multiple Wiener–ITô Integrals
• Distributions in Hilbert Space and Canonical Systems of Operators
• Capacitary inequalities of the Brunn-Minkowski type
• Three problems of Aronszajn in measure theory
• Functional superanalysis
• Integration on loop groups. I: Quasi invariant measures
• A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations
• Additive Functionals on a Space of Continuous Functions. I
• Oscillation Function of a Multiparameter Gaussian Process
• Small tails for the supremum of a Gaussian process
• The Wiener Measure of Hilbert Neighborhoods in the Space of Real Continuous Functions
• Integration and Nonlinear Transformations In Hilbert Space
• The Ornstein-Uhlenbeck semigroup in an infinite dimensional L\(^2\) setting
• Gaussian measures on a Banach space
• On a Generalization of a Stochastic Integral
• L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel
• Mesures cylindriques, espaces de Wiener et fonctions aléatoires gaussiennes
• Stochastic differential geometry
• Gaussian radon measures on locally convex spaces.
• Propriété de trace en dimension infinie d'espaces du type Sobolev
• Absolue continuité de probabilités de transition par rapport à une mesure gaussienne dans un espace de Hilbert. (Absolute continuity of transition probabilities with respect to a Gaussian measure in a Hilbert space)
• Processus sur l'espace de Wiener associés à des opérateurs élliptiques à coefficients dans certains espaces de Sobolev. (Processes on the Wiener space associated to elliptic operators with coefficients in certain Sobolev spaces)
• Nonlinear Transformations of Volterra Type in Wiener Space
• Quantum mechanical Wiener processes
• On a property of normal distributions of any stochastic process
• Lois e(?) dans les espaces vectoriels et lois stables
• Bad rates of convergence for the central limit theorem in Hilbert space
• Anticipative Girsanov transformations
• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• Degree theory for Wiener maps
• Gaussian Measure of Large Balls in a Hilbert Space
• Analysis on Wiener spaces. I: Nonlinear maps
• On independence and conditioning on Wiener space
• Some regularity properties of diffusion processes on abstract Wiener space
• Traces of harmonic functions and a new path space for the free quantum field
• Applications of the degree theorem to absolute continuity on Wiener space
• A characterization of Gibbs measures on \(C(0,1)^{\mathbb{Z}^ d}\) by the stochastic calculus of variations
• Mesures Gaussiennes sur un espace localement convexe
• Equivalence and perpendicularity of Gaussian processes
• Generalized stochastic integrals and the Malliavin calculus
• Sobolev spaces of Wiener functionals and Malliavin's calculus
• A Gaussian measure on \(l^\infty\)
• A fundamental solution of the parabolic equation on Hilbert space
• Differentiability of Measures Associated with Parabolic Equations on Infinite Dimensional Spaces
• On the Sample Functions of Processes which Can be Added to a Gaussian Process
• Zero-one laws for Gaussian processes
• Measurable linear manifolds in products of linear spaces with measure
• The τ-régularity of Gaussian measures
• Equivalent Gaussian Measures with a Particularly Simple Radon-Nikodym Derivative
• The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
• Gaussian measure of large balls in \(l_ p^ 1\)
• On the Smoothness of Distributions of Functionals of Random Processes
• Various topologies in the Wiener space and Lévy's stochastic area
• A note on conditional exponential moments and Onsager-Machlup functionals
• Traces of random variables on Wiener space and the Onsager-Machlup functional
• Onsager Machlup functionals for non trace class SPDE's
• Multiple Wiener-Ito integrals possessing a continuous extension
• Non-stable laws with all projections stable
• Notes on Wiener integrals
• Absolute continuity for abstract Wiener spaces
• Subgroups of paths and reproducing kernels
• A Note on Uniform Convergence of Stochastic Processes
• Subgroups of Sequences and Paths
• Questions liées à la théorie des espaces de Wiener
• A Zero-One Law for Gaussian Processes
• Harmonic analysis and Wiener integrals
• Gaussian measures in function space
• Supports of Probability Measures in Separable Banach Spaces
• Nonlinear transformations on the Wiener space
• Negligible sets and differentiable measures in Banach spaces
• Sard's theorem for hyper-Gevrey functionals on the Wiener space
• FUNCTIONALS OF RANDOM PROCESSES AND INFINITE-DIMENSIONAL OSCILLATORY INTEGRALS CONNECTED WITH THEM
• THE NEWTON-LEIBNIZ FORMULA ON BANACH SPACES AND APPROXIMATION OF FUNCTIONS OF AN INFINITE-DIMENSIONAL ARGUMENT
• On a Formula From the Theory of Gaussian Measures and on the Estimation of Stochastic Integrals
• Likelihood Ratios for Diffusion Processes With Shifted Mean Values
• Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity
• Exact behavior of Gaussian measures of translated balls in Hilbert spaces
• Gaussian samples approach ``smooth points slowest
• A Note on Gaussian Measure of Balls in Banach Spaces
• A divergence theorem for Gaussian stochastic process expectations
• Additive functionals on a space of continuous functions. II
• Two Types of Zero-One Law for a Gaussian Probability
• Continuité et différentiabilité des translations dans un espace Gaussien.
• On stability of probability laws with univariate stable marginals
• The Support of Gaussian Measures on Banach Spaces
• On Adding Independent Stochastic Processes
• Linear transformation of a functional integral, II
• On Gaussian Measures Equivalent to Wiener Measure II.
• On Gaussian Measures Equivalent to Wiener Measure
• An elementary proof of the Gaussian dichotomy theorem
• Equivalence-Singularity Dichotomies from Zero-One Laws
• Integrals devised for special purposes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Wiener processes on manifolds of maps
• The Radon-Nikodym Theorem for the Bochner Integral
• A Divergence Theorem for Hilbert Space
• Norm Convergent Expansions for Gaussian Processes in Banach Spaces
• Sur la convergence �troite des mesures gaussiennes
• Unicité de solutions d'équations différentielles sur l'espace de Wiener
• Normal approximation - some recent advances
• Gaussian characterizations of certain Banach spaces
• A conditional approach to the anticipating Girsanov transformation
• Régularité de fonctions aléatoires gaussiennes à valeurs vectorielles. (Regularity of Gaussian random functions with vector values)
• Fonctions aléatoires à valeurs dans les espaces lusiniens. (Random functions with values in Lusin spaces)
• Proprietes locales d'espaces de type sobolev en dimension
• Log log law for Gaussian processes
• Uniform convexity and the distribution of the norm for a Gaussian measure
• Sur la régularité de certaines fonctions aléatoires d'Ornstein- Uhlenbeck. (On the regularity of certain Ornstein-Uhlenbeck random processes)
• Likelihood ratios of Gaussian processes
• Analyticity of Gaussian Measures
• Differentiable functions with bounded nonempty support on Banach spaces
• Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure
• Intégrales oscillantes stochastiques: Estimation asymptotique de fonctionnelles caractéristiques
• INTEGRATION OVER HILBERT SPACE AND OUTER EXTENSIONS
• On the Oscillation Functions of Gaussian Processes.
• On the distribution of the norm for a Gaussian measure
• Precise asymptotics of certain Wiener functionals
• The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
• The Onsager-Machlup functions for Gaussian measures
• Zero-One Laws for Stable Measures
• Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields
• On (r,p)-capacities for Markov processes
• Stochastic Integrals and Differential Measures
• A large deviation principle for \((r,p)\)-capacities on the Wiener space
• Some remarks on quasi-invariant actions of loop groups and the group of diffeomorphisms of the circle
• An invariance result for capacities on Wiener space
• Some results of probability measures on linear topological vector spaces with an application to Strassen's log log law
• On the structure of independence on Wiener space
• Some remarks on Rademacher's theorem in infinite dimensions
• Refinement in terms of capacities of certain limit theorems on an abstract Wiener space
• Fourier Analysis on Linear Metric Spaces
• Measurable norms and some Banach space valued Gaussian processes
• Geometry and probability in Banach spaces
• Sur l’intégrabilité des vecteurs gaussiens
• Gaussian linear operators
• A Geometrical Approach to Maximum Likelihood Estimation for Infinite-Dimensional Gaussian Location. I
• POLYNOMIALS IN LINEAR RANDOM FUNCTIONS
• Negligible sets in locally convex spaces
• Covariance Operators of Probability Measures in Locally Convex Spaces
• Random linear functionals and random integrals
• Integrability of seminorms, the 0-1 law and the affine kernel for product measures
• Expansions of Vectors in a Banach Space Related to Gaussian Measures
• Régularité des mesures et perturbations stochastiques de champs de vecteurs sur des espaces de dimension infinie (Regularity of measures and stochastic perturbations of vector fields on infinite-dimensional spaces)
• Smooth functions on Banach spaces
• A property of distributions of diffusion processes
• Gaussian Measure on a Banach Space and Abstract Winer Measure
• The asymmetry indices of stable measures
• On Gross differentiation on Banach spaces
• Locally convex spaces with the property of central limit theorem and measure supports
• Hitting probability of a Gaussian vector with values in a Hilbert space in a sphere of small radius
• Characteristic functional of a probability measure absolutely continuous with respect to a Gaussian Radon measure
• The role of the Onsager–Machlup Lagrangian in the theory of stationary diffusion process
• On the Density of One Gaussian Measure with Respect to Another
• Exponential integrability of sub-Gaussian vectors
• SOME RESULTS ON DIFFERENTIABLE MEASURES
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (5)

• Differentiable measures and the Malliavin calculus
• Continuous transforms of a Lebesgue measure.
• Title not available (Why is that?)
• Exploring a Fourier-Malliavin numerical model
• Title not available (Why is that?)

This page was built for publication: Gaussian measures on linear spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1920991)