Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas

DOI10.1007/s00028-017-0423-1zbMath1394.60029arXiv1608.03766MaRDI QIDQ1670275

Stefano Bonaccorsi, Luciano Tubaro, Giuseppe Da Prato

Publication date: 5 September 2018

Published in: Journal of Evolution Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.03766

zbMATH Keywords

Gaussian measures; integration-by-parts formulae; surface measures in infinite-dimensional spaces

Mathematics Subject Classification ID

60G15: Gaussian processes

28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)