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

capacitiescontinuity of trajectories of stochastic integralsGaussian measureNikodym propertySobolev space

Mathematics Subject Classification ID

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

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

(37)

• Probabilistic solution of the American options
• Entropy, invertibility and variational calculus of adapted shifts on Wiener space
• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• An invariance result for capacities on Wiener space
• Tightness of general \(C_{1,p}\) capacities on Banach space
• Ornstein-Uhlenbeck processes and \(W^{2,2}\)-polar sets
• Vector-valued capacities
• Gaussian linear operators
• Sobolev spaces of Banach-valued functions associated with a Markov process
• In memoriam Emile Bertin (1931-1994)
• Brownian processes in infinite dimension
• Properties of the set of positivity for the density of a regular Wiener functional
• Poisson capacities
• Lipschitzian complete error calculus and Dirichlet forms
• Measure transport on Wiener space and the Girsanov theorem.
• Some remarks about the positivity of random variables on a Gaussian probability space
• The divergence of Banach space valued random variables on Wiener space
• Harmonic analysis in infinite dimension
• Surface measures and tightness of (r,p)-capacities on Poisson space
• The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities
• Symmetric Skorohod topology on n-variable functions and hierarchical Markov properties of n-parameter processes
• Markov properties of multiparameter processes and capacities
• Traces of Sobolev functions on regular surfaces in infinite dimensions
• 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
• Estimation for the additive Gaussian channel and Monge-Kantorovitch measure transportation
• Capacities, removable sets and L^p-uniqueness on Wiener spaces
• Gaussian \(\mathcal{BV}\) capacity
• Domains of elliptic operators on sets in Wiener space
• scientific article; zbMATH DE number 69335 (Why is no real title available?)
• scientific article; zbMATH DE number 563056 (Why is no real title available?)
• scientific article; zbMATH DE number 221095 (Why is no real title available?)
• Sobolev spaces with respect to a weighted Gaussian measure in infinite dimensions
• Capacities associated with kernels. The Gaussian case
• L^p-uniqueness of Schrödinger operators and the capacitary positive improving property
• Gaussian capacity analysis
• Hausdorff measures on the Wiener space.

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)