Surface measures generated by differentiable measures (Q283444)
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English | Surface measures generated by differentiable measures |
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Surface measures generated by differentiable measures (English)
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13 May 2016
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The authors summarize the contents of this paper in the abstract of the paper as follows: We study surface measures on level sets of functions on general probability spaces with measures differentiable along vector fields and suggest a new simple construction. Our construction applies also to level sets of mappings with values in finite-dimensional spaces. The standard surface measures arising for Gaussian measures in the Malliavin calculus can be obtained in this way. A positive answer is given to a question raised by M. Röckner concerning continuity of surface measures with respect to a parameter.
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Malliavin calculus
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surface measure
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differential measure
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Gaussian measure
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