Construction of non-Gaussian surface measures by Malliavin's method
DOI10.1007/BF02675073zbMATH Open0985.46029WikidataQ126211106 ScholiaQ126211106MaRDI QIDQ1569779FDOQ1569779
Authors: O. V. Pugachev 
Publication date: 9 July 2000
Published in: Mathematical Notes (Search for Journal in Brave)
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Wiener measureGaussian measuresinfinite-dimensional spacesAirault-Malliavin theoremexistence of surface measuresnon-Gaussian measuresets of capacitiesSobolev classes on infinite-dimensional spacesGâteaux differentiability
Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Measures and integration on abstract linear spaces (46G12) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)
Cites Work
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- Tightness of general \(C_{1,p}\) capacities on Banach space
- Surface measures in infinite-dimensional spaces
- Differentiable measures and the Malliavin calculus
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- Surface integrals in linear topological spaces
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Cited In (9)
- On Witsenhausen-Kalai constants for infinite-dimensional surface dynamical measures
- Title not available (Why is that?)
- Surface measures generated by differentiable measures
- Surface measures and tightness of Sobolev capacities on Poisson space
- Title not available (Why is that?)
- Surface integrals in Hilbert spaces for general measures and applications
- Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas
- Surface measures on the dual space of the Schwartz space
- Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces
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