Change of variable formulas for infinite-dimensional distributions

DOI10.1007/BF02305184MaRDI QIDQ1387320zbMATH OpenOpenAlexFDO

Authors O. G. Smolyanov, M. O. Smolyanova, L. Accardi

Publication date 2 November 1998

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02305184

zbMATH Keywords

change of variablecountably additive smooth measures on infinite-dimensional locally convex spacesFeynman measuresfunctional integralsLévy's Laplacianstransformations of distributionstransformations of smooth measures

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Operations with distributions and generalized functions (46F10) Distributions on infinite-dimensional spaces (46F25) Measures and integration on abstract linear spaces (46G12)

Review text

The main examples of objects to which the results presented below can be applied are countably additive smooth measures on (infinite-dimensional) locally convex spaces, measures known as the Feynman measures and some other functional integrals, as well as uncountably additive measures, including those generated by Lévy's Laplacians. We shall consider a general method of deriving formulas that describe the transformations of distributions (generalized measures) on locally convex spaces under (nonlinear) smooth transformations of these spaces. In particular, this method yields analogs (in the case of distributions) of the familiar formulas of Cameron-Martin, Girsanov-Maruyama, and Reimer. The method was used to investigate transformations of smooth measures and to study transformations of the Feynman measure. In addition to the description of the general method that covers all the cases listed above, the note also contains a number of new specific formulas. It should be emphasized that, as distinct from all the works mentioned above, we do not restrict ourselves to the mapping of locally convex spaces that can be connected to the identity mapping by a continuous curve (in the space of mappings). To achieve this extension of the applicability area of the method, we pass from real locally convex spaces to their complexifications.

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Cites work

• Differentiable families of measures

Cited in

(15)

• Change of variable formulas for Feynman pseudomeasures
• Feynman formulas for nonlinear evolution equations
• Quantum anomalies via differential properties of Lebesgue-Feynman generalized measures
• Transformations of measures via their generalized densities
• Nonlinear transformations of smooth measures on infinitely dimensional spaces
• Change of variables' formula for the integration of the measurable real functions over infinite-dimensional Banach spaces.
• Transformations of Feynman path integrals and generalized densities of Feynman pseudomeasures
• scientific article; zbMATH DE number 4200931 (Why is no real title available?)
• scientific article; zbMATH DE number 572112 (Why is no real title available?)
• Infinite-dimensional Gaussian change of variables' formula
• Differentiation theory over infinite-dimensional Banach spaces
• Change of variable formulas for integrals over superspaces
• Analytic continuation of the change of variable formula for smooth measures
• Classical and nonclassical Levy Laplacians
• Change of variable formulas for non-anticipative functionals on path space

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