On the relationship between differentiability and absolute continuity of measures on R^ n

DOI10.1007/BF00334194MaRDI QIDQ1065956zbMATH OpenFDO

Authors Denis R. Bell

Publication date 1986

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00334194

zbMATH Keywords

absolute continuitydifferentiable measuredirectional derivativesfinite Borel measureRadon-Nikodým derivative

Mathematics Subject Classification ID

Abstract differentiation theory, differentiation of set functions (28A15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Review text

We give an elementary proof of the fact that a finite Borel measure on \({\mathbb{R}}^ n\) is absolutely continuous with a \(C^ 1\) density if and only if it has directional derivatives which are continuous almost everywhere. The Radon-Nikodým derivative of a differentiable measure is given in terms of the directional derivatives.

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Cites work

• A Quasi-Invariance Theorem for Measures on Banach Spaces
• scientific article; zbMATH DE number 3480903 (Why is no real title available?)

Cited in

(14)

• On the integrability of logarithmic derivatives of measures.
• A Gibson approach to infinite-dimensional Brownian diffusions
• Densities of measures as an alternative to derivatives for measurable inclusions
• Differentiation of measures
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• On the equivalence of the properties of quasi-translation invariance and absolute continuity of measures on a locally compact abelian group
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• Absolute continuity and singularity of measures without measure theory
• Riesz transform and integration by parts formulas for random variables
• Darboux property of the derivative of a measure
• Russian Text Ignored
• The Radon-Nikodým derivative in Euclidean spaces

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