Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability (Q1121594)
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English | Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability |
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Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability (English)
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1990
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We study conditions ensuring that the law of a C([0,1])-valued functional defined on an abstract Wiener space is absolutely continuous with respect to the Wiener measure on C([0,1]). These conditions extend those established by P. Malliavin for finite-dimensional Wiener functionals, and those for Hilbert-valued functionals.
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abstract Wiener space
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finite-dimensional Wiener functionals
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