Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)

DOI10.5802/AIF.1193zbMATH Open0664.46028OpenAlexW2155277749MaRDI QIDQ1114902FDOQ1114902

Denis Feyel, Arnaud De La Pradelle

Publication date: 1989

Published in: Annales de l’institut Fourier (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIF_1989__39_4_875_0

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zbMATH Keywords

Sobolev spaceCameron-Martin directiondifferential of a stochastic integralGaussian measure on a locally convex linear spaceGaussian procapacityweak dual of a separable Frechet nuclear space

Mathematics Subject Classification ID

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

Cites Work

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Cited In (27)

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• Differential calculus for Dirichlet forms: The measure-valued gradient preserved by image
• Error Calculus and Path Sensitivity in Financial Models
• Gaussian capacities
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Flows associated to tangent processes on the Wiener space
• Hausdorff measures on the Wiener space.
• On a dual pair of spaces of smooth and generalized random variables
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
• A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
• Quelques espaces fonctionnels associés à des processus gaussiens
• Differentiable measures and the Malliavin calculus
• Harmonic analysis in infinite dimension
• Gaussian measures on linear spaces
• On a characterization of the Sobolev spaces over an abstract Wiener space
• Risk measuring under model uncertainty
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Donsker's theorem and Dirichlet forms.
• Title not available (Why is that?)
• In memoriam Emile Bertin (1931-1994)
• Duality and General Equilibrium Theory Under Knightian Uncertainty
• Pointwise conditions for membership of functions in weighted Sobolev classes
• On an extension of the Hilbertian central limit theorem to Dirichlet forms
• Gaussian linear operators
• Brownian processes in infinite dimension
• Sobolev spaces of Banach-valued functions associated with a Markov process

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