Nonlinear transformations of smooth measures on infinitely dimensional spaces

DOI10.1023/A:1010380119199MaRDI QIDQ2722153zbMATH OpenFDO

Authors A. M. Kulik, Andrey Yu. Pilipenko

Publication date 11 July 2001

Published in Ukraïns'kyĭ Matematychnyĭ Zhurnal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1010380119199

zbMATH Keywords

infinite-dimensional spacenonlinear transformationsRamer-Kusuoka formulasmooth measures

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Probabilistic measure theory (60A10) Random fields (60G60) Stochastic integrals (60H05)

Review text

General conditions on transformations of the infinite-dimensional space which are sufficient for absolutely continuous image of non-Gaussian differentiable measure are considered. Properties of an image of the differentiable measure on an infinite-dimensional Banach space under nonlinear transformations of the space are investigated. A general result on the absolute continuity of this image with respect to the initial measure is proved. The density formula similar to the Ramer-Kusuoka formula for the transformations of the Gaussian measure is obtained. It is proved the absolute continuity of the image for classes of transformations which possess additional structural properties, namely, for adapted and monotone transformations, as well as for transformations generated by a differential flow. The latter are applied to realize the method of characteristics of solving infinite-dimensional first-order partial differential equations and linear equations with an extended stochastic integral with respect to the given measure.

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