On Skorokhod Differentiability of Measures

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Publication:3825817

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DOI10.1137/1133048zbMath0672.60003OpenAlexW2093819251MaRDI QIDQ3825817

Vladimir I. Bogachev

Publication date: 1988

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1133048

zbMATH Keywords

Radon measure differentiation of measures differentiable in the sense of Skorokhod

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Abstract differentiation theory, differentiation of set functions (28A15) Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05)

Related Items (6)

Functions of bounded variation on infinite-dimensional spaces with measures ⋮ Regularity of measures induced by solutions of infinite dimensional stochastic differential equations ⋮ Differentiability of Borel measures along vector fields on Banach manifolds with uniform structure ⋮ A characterization of Nikolskii-Besov classes via integration by parts ⋮ On Skorokhod differentiable measures ⋮ Differentiable measures and the Malliavin calculus

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