Gaussian capacities

DOI10.5802/AIF.1248MaRDI QIDQ1175679zbMATH OpenOpenAlexFDO

Authors Denis Feyel, Arnaud De La Pradelle

Publication date 25 June 1992

Published in Annales de l’institut Fourier (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIF_1991__41_1_49_0, https://eudml.org/doc/74918

zbMATH Keywords

Sobolev spaceGaussian measurecapacitiesNikodym propertycontinuity of trajectories of stochastic integrals

Mathematics Subject Classification ID

Potentials and capacities on other spaces (31C15) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic integrals (60H05) Measures and integration on abstract linear spaces (46G12)

Recommendations

• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• scientific article; zbMATH DE number 69335
• Gaussian capacity analysis
• Capacities associated with kernels. The Gaussian case
• Gaussian \(\mathcal{BV}\) capacity

Cited in

(36)

• \(L^p\)-uniqueness of Schrödinger operators and the capacitary positive improving property
• Sobolev spaces of Banach-valued functions associated with a Markov process
• Gaussian \(\mathcal{BV}\) capacity
• Surface measures and tightness of \((r,p)\)-capacities on Poisson space
• Poisson capacities
• Sobolev spaces with respect to a weighted Gaussian measure in infinite dimensions
• The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities
• The divergence of Banach space valued random variables on Wiener space
• Harmonic analysis in infinite dimension
• Properties of the set of positivity for the density of a regular Wiener functional
• Ornstein-Uhlenbeck processes and \(W^{2,2}\)-polar sets
• Symmetric Skorohod topology on \(n\)-variable functions and hierarchical Markov properties of \(n\)-parameter processes
• Gaussian linear operators
• Some remarks about the positivity of random variables on a Gaussian probability space
• scientific article; zbMATH DE number 69335 (Why is no real title available?)
• scientific article; zbMATH DE number 221095 (Why is no real title available?)
• Measure transport on Wiener space and the Girsanov theorem.
• Probabilistic solution of the American options
• Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation
• An invariance result for capacities on Wiener space
• Traces of Sobolev functions on regular surfaces in infinite dimensions
• Markov properties of multiparameter processes and capacities
• Tightness of general \(C_{1,p}\) capacities on Banach space
• The invertibility of adapted perturbations of identity on the Wiener space
• Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space
• Brownian processes in infinite dimension
• Gaussian capacity analysis
• In memoriam Emile Bertin (1931-1994)
• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• Lipschitzian complete error calculus and Dirichlet forms
• Domains of elliptic operators on sets in Wiener space
• Hausdorff measures on the Wiener space.
• Vector-valued capacities
• Capacities associated with kernels. The Gaussian case
• Entropy, invertibility and variational calculus of adapted shifts on Wiener space
• Capacities, removable sets and \(L^p\)-uniqueness on Wiener spaces

This page was built for publication: Gaussian capacities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1175679)