Construction of non-Gaussian surface measures by Malliavin's method

DOI10.1007/BF02675073MaRDI QIDQ1569779zbMATH OpenWikidataFDO

Authors O. V. Pugachev

Publication date 9 July 2000

Published in Mathematical Notes (Search for Journal in Brave)

zbMATH Keywords

Wiener measureGaussian measuresinfinite-dimensional spacesAirault-Malliavin theoremexistence of surface measuresnon-Gaussian measuresets of capacitiesSobolev classes on infinite-dimensional spacesGâteaux differentiability

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 3913327 (Why is no real title available?)
• scientific article; zbMATH DE number 4072038 (Why is no real title available?)
• scientific article; zbMATH DE number 3553610 (Why is no real title available?)
• scientific article; zbMATH DE number 492699 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Differentiable measures and the Malliavin calculus
• Surface integrals in linear topological spaces
• Surface measures in infinite-dimensional spaces
• Tightness of general \(C_{1,p}\) capacities on Banach space

Cited in

(9)

• Surface measures generated by differentiable measures
• On Witsenhausen-Kalai constants for infinite-dimensional surface dynamical measures
• scientific article; zbMATH DE number 5573165 (Why is no real title available?)
• Surface measures and tightness of Sobolev capacities on Poisson space
• Surface integrals in Hilbert spaces for general measures and applications
• Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces
• scientific article; zbMATH DE number 1446849 (Why is no real title available?)
• Surface measures on the dual space of the Schwartz space
• Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas

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