Differential calculus for Dirichlet forms: The measure-valued gradient preserved by image (Q2566237)

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    Differential calculus for Dirichlet forms: The measure-valued gradient preserved by image
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      Differential calculus for Dirichlet forms: The measure-valued gradient preserved by image (English)
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      22 September 2005
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      Let \(S=(W,{\mathcal W},m,\mathbb{D}, \Gamma)\) be an error structure and let \(H\) be separable Hilbert space. Let \(\nu\) be an \(H\)-valued white-noise measure on \((W,{\mathcal W})\) with associated positive measure \(m\). For each \(X\in\mathbb{D}\), the author constructs the associated so called measure-valued gradient \(d_G X\) as the scalar white-noise measure \((DX,\nu)\) where \(DX\) is the D-gradient of \(X\) constructed with \(H\). Moreover, this operator is linear and its essential properties are preserved by image. This is fundamental for the applications.
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      error calculus
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      Gaussian measure
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