Gaussian measures on linear spaces

DOI10.1007/BF02362918MaRDI QIDQ1920991zbMATH OpenOpenAlexFDO

Authors Vladimir I. Bogachev

Publication date 17 February 1998

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02362918

zbMATH Keywords

Gaussian measureslocally convex spacesRadon measuresMalliavin Calculus

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Probability theory on linear topological spaces (60B11) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12)

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• (r, p)-Capacity on the Wiener space and properties of Brownian motion
• A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold
• A Divergence Theorem for Hilbert Space
• A Family of Integrals Serving to Connect the Wiener and Feynman Integrals
• A Fundamental Solution of the Parabolic Equation on Hilbert Space. II: The Semigroup Property
• A Gaussian measure on \(l^\infty\)
• A Geometrical Approach to Maximum Likelihood Estimation for Infinite-Dimensional Gaussian Location. I
• A Note on Gaussian Measure of Balls in Banach Spaces
• A Note on Uniform Convergence of Stochastic Processes
• A Zero-One Law for Gaussian Processes
• A characterization of Gibbs measures on \(C(0,1)^{\mathbb{Z}^ d}\) by the stochastic calculus of variations
• A conditional approach to the anticipating Girsanov transformation
• A divergence theorem for Gaussian stochastic process expectations
• A fundamental solution of the parabolic equation on Hilbert space
• A large deviation principle for \((r,p)\)-capacities on the Wiener space
• A maximal inequality for stochastic convolution integrals on hilbert spaces and space-time regularity of linear stochastic partial differential equations
• A note on conditional exponential moments and Onsager-Machlup functionals
• A property of distributions of diffusion processes
• Absolue continuité de probabilités de transition par rapport à une mesure gaussienne dans un espace de Hilbert. (Absolute continuity of transition probabilities with respect to a Gaussian measure in a Hilbert space)
• Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure
• Absolute continuity for abstract Wiener spaces
• Absolute continuity of probability laws of Wiener functionals
• Abstract Wiener spaces and applications to analysis
• Additive Functionals on a Space of Continuous Functions. I
• Additive functionals on a space of continuous functions. II
• An elementary proof of the Gaussian dichotomy theorem
• An invariance principle for the law of the iterated logarithm
• An invariance result for capacities on Wiener space
• Analysis of Wiener functionals (Malliavin calculus) and its applications to heat kernels
• Analysis on Wiener spaces. I: Nonlinear maps
• Analytic properties of infinite-dimensional distributions
• Analyticity of Gaussian Measures
• Anticipative Girsanov transformations
• Applications of the degree theorem to absolute continuity on Wiener space
• Asymptotic evaluation of certain markov process expectations for large time, I
• Asymptotics for the polaron
• Bad rates of convergence for the central limit theorem in Hilbert space
• Capacitary inequalities of the Brunn-Minkowski type
• Characteristic functional of a probability measure absolutely continuous with respect to a Gaussian Radon measure
• Continuity of \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
• Continuité et différentiabilité des translations dans un espace Gaussien.
• Continuous Markov processes and stochastic equations
• Convex measures on locally convex spaces
• Covariance Operators of Probability Measures in Locally Convex Spaces
• Degree theory for Wiener maps
• Derivatives of Wiener functionals and absolute continuity of induced measures
• Differentiability of Lipschitz functions on Banach spaces
• Differentiability of Lipschitzian mappings between Banach spaces
• Differentiability of Measures Associated with Parabolic Equations on Infinite Dimensional Spaces
• Differentiable functions on certain Banach spaces
• Differentiable functions with bounded nonempty support on Banach spaces
• Differentiation Theorem for Gaussian Measures on Hilbert Space
• Dirichlet forms and analysis on Wiener space
• Dirichlet forms and diffusion processes on rigged Hilbert spaces
• Distributions in Hilbert Space and Canonical Systems of Operators
• Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
• Equivalence and perpendicularity of Gaussian processes
• Equivalence-Singularity Dichotomies from Zero-One Laws
• Equivalent Gaussian Measures with a Particularly Simple Radon-Nikodym Derivative
• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• Evaluation of various Wiener integrals by use of certain Sturm-Liouville differential equations
• Every Hilbert subspace of a Wiener space has measure zero
• Exact behavior of Gaussian measures of translated balls in Hilbert spaces
• Existence of invariant measures of diffusions on an abstract Wiener space
• Expansions of Vectors in a Banach Space Related to Gaussian Measures
• Exponential inequalities for sums of random vectors
• Exponential integrability of sub-Gaussian vectors
• FUNCTIONALS OF RANDOM PROCESSES AND INFINITE-DIMENSIONAL OSCILLATORY INTEGRALS CONNECTED WITH THEM
• Fluctuations and Irreversible Processes
• Fonctions aléatoires à valeurs dans les espaces lusiniens. (Random functions with values in Lusin spaces)
• Fourier Analysis on Linear Metric Spaces
• Fractional order Sobolev spaces on Wiener space
• Functional superanalysis
• Gaussian Measure of Large Balls in a Hilbert Space
• Gaussian Measure on a Banach Space and Abstract Winer Measure
• Gaussian Measures on Function Spaces
• Gaussian characterizations of certain Banach spaces
• Gaussian linear operators
• Gaussian measure of large balls in \(l_ p^ 1\)
• Gaussian measures in Banach spaces
• Gaussian measures in function space
• Gaussian measures on a Banach space
• Gaussian null sets and differentiability of Lipschitz map on Banach spaces
• Gaussian radon measures on locally convex spaces.
• Gaussian samples approach ``smooth points slowest
• Generalized Mehler semigroups and applications
• Generalized stochastic integrals and the Malliavin calculus
• Geometry and probability in Banach spaces
• Geometry of Banach spaces. Selected topics
• Harmonic analysis and Wiener integrals
• Hausdorff measures on the Wiener space.
• Hitting probability of a Gaussian vector with values in a Hilbert space in a sphere of small radius
• Holder Conditions for Realizations of Gaussian Processes
• INTEGRATION OVER HILBERT SPACE AND OUTER EXTENSIONS
• Integrability of seminorms, the 0-1 law and the affine kernel for product measures
• Integrals devised for special purposes
• Integration Theory on Infinite-Dimensional Manifolds
• Integration and Nonlinear Transformations In Hilbert Space
• Integration on loop groups. I: Quasi invariant measures
• Intégrales oscillantes stochastiques: Estimation asymptotique de fonctionnelles caractéristiques
• L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel
• Laplace's method for Gaussian integrals with an application to statistical mechanics
• Laplace-Gauß integrals, Gaussian measure asymptotic behaviour and probabilities of moderate deviations
• Large deviations and the Malliavin calculus
• Lectures on stochastic differential equations and Malliavin calculus
• Les fonctions aléatoires comme éléments aléatoires dans les espace de Banach
• Likelihood Ratios for Diffusion Processes With Shifted Mean Values
• Likelihood ratios of Gaussian processes
• Linear sample spaces and stable processes
• Linear transformation of a functional integral, II
• Locally convex spaces with the property of central limit theorem and measure supports
• Log log law for Gaussian processes
• Logarithmic Sobolev Inequalities
• Logarithmic Sobolev inequalities and exponential integrability
• Lois e(?) dans les espaces vectoriels et lois stables
• MEASURES ON LINEAR TOPOLOGICAL SPACES
• Mappings of Gaussian Cylindrical Measures in Banach Spaces
• Mathematical methods of non-Archimedean physics
• Measurable linear manifolds in products of linear spaces with measure
• Measurable norms and some Banach space valued Gaussian processes
• Mesures Gaussiennes sur un espace localement convexe
• Mesures cylindriques, espaces de Wiener et fonctions aléatoires gaussiennes
• Methods de laplace et de la phase stationnaire sur l'espace de wiener
• Multiple Wiener-Ito integrals possessing a continuous extension
• Negligible sets and differentiable measures in Banach spaces
• Negligible sets in locally convex spaces
• Non-Hilbertian structure of the Wiener measure
• Non-anticipative representations of equivalent Gaussian processes
• Non-stable laws with all projections stable
• Nonlinear Transformations of Volterra Type in Wiener Space
• Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity
• Nonlinear transformations on the Wiener space
• Norm Convergent Expansions for Gaussian Processes in Banach Spaces
• Normal approximation - some recent advances
• Notes on Wiener integrals
• On (r,p)-capacities for Markov processes
• On Adding Independent Stochastic Processes
• On Distributions of Multiple Wiener–ITô Integrals
• On Gaussian Measures Equivalent to Wiener Measure
• On Gaussian Measures Equivalent to Wiener Measure II.
• On Gross differentiation on Banach spaces
• On Some Measures Analogous to Haar Measure.
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• On a Formula From the Theory of Gaussian Measures and on the Estimation of Stochastic Integrals
• On a Generalization of a Stochastic Integral
• On a characterization of the Sobolev spaces over an abstract Wiener space
• On a property of normal distributions of any stochastic process
• On equivalence of infinite product measures
• On independence and conditioning on Wiener space
• On nonlinear transformations of Gaussian measures
• On stability of probability laws with univariate stable marginals
• On the Density of One Gaussian Measure with Respect to Another
• On the Distribution of the Maximum of a Gaussian Process
• On the Onsager-Machlup functional of diffusion processes around non \(C^ 2\) curves
• On the Oscillation Functions of Gaussian Processes.
• On the Sample Functions of Processes which Can be Added to a Gaussian Process
• On the Smoothness of Distributions of Functionals of Random Processes
• On the continuity of Ornstein-Uhlenbeck processes in infinite dimensions
• On the distribution of the norm for a Gaussian measure
• On the lower tail of Gaussian seminorms
• On the rate of convergence in the central limit theorem in Banach spaces
• On the structure of independence on Wiener space
• Onsager Machlup functionals for non trace class SPDE's
• Onsager-Machlup functionals and maximum a posteriori estimation for a class of non-Gaussian random fields
• Optimization and nonsmooth analysis
• Oscillation Function of a Multiparameter Gaussian Process
• POLYNOMIALS IN LINEAR RANDOM FUNCTIONS
• Pettis integral and measure theory
• Polynomials and multilinear mappings in topological vector-spaces
• Positive generalized Wiener functions and potential theory over abstract Wiener spaces
• Potential theory on Hilbert space
• Precise asymptotics of certain Wiener functionals
• Processus linéaires, processus généralisés
• Processus sur l'espace de Wiener associés à des opérateurs élliptiques à coefficients dans certains espaces de Sobolev. (Processes on the Wiener space associated to elliptic operators with coefficients in certain Sobolev spaces)
• Proprietes locales d'espaces de type sobolev en dimension
• Propriété de trace en dimension infinie d'espaces du type Sobolev
• Quantum mechanical Wiener processes
• Quasi-Differentiable Functions on Banach Spaces
• Questions liées à la théorie des espaces de Wiener
• Rademacher's theorem for Wiener functionals
• Radon-Nikodym Derivatives of Gaussian Measures
• Random linear functionals and random integrals
• Refinement in terms of capacities of certain limit theorems on an abstract Wiener space
• Regularity of Gaussian processes
• Regularity of invariant measures on finite and infinite dimensional spaces and applications
• Representation of Gaussian processes equivalent to Wiener process
• Régularité de fonctions aléatoires gaussiennes à valeurs vectorielles. (Regularity of Gaussian random functions with vector values)
• Régularité des mesures et perturbations stochastiques de champs de vecteurs sur des espaces de dimension infinie (Regularity of measures and stochastic perturbations of vector fields on infinite-dimensional spaces)
• SOME RESULTS ON DIFFERENTIABLE MEASURES
• Sample functions of the Gaussian process
• Sard's theorem for hyper-Gevrey functionals on the Wiener space
• Small tails for the supremum of a Gaussian process
• Smooth functions on Banach spaces
• Sobolev spaces of Wiener functionals and Malliavin's calculus
• Some Asymptotic Formulas for Wiener Integrals
• Some regularity properties of diffusion processes on abstract Wiener space
• Some remarks on Rademacher's theorem in infinite dimensions
• Some remarks on quasi-invariant actions of loop groups and the group of diffeomorphisms of the circle
• Some results of probability measures on linear topological vector spaces with an application to Strassen's log log law
• Some zero-one laws for Gaussian processes
• Stochastic Integrals and Differential Measures
• Stochastic differential equations in infinite dimensions: Solutions via Dirichlet forms
• Stochastic differential geometry
• Stochastic evolution equations
• Stochastic processes and statistical inference
• Subgroups of Sequences and Paths
• Subgroups of paths and reproducing kernels
• Supports of Probability Measures in Separable Banach Spaces
• Sur la convergence �troite des mesures gaussiennes
• Sur la régularité de certaines fonctions aléatoires d'Ornstein- Uhlenbeck. (On the regularity of certain Ornstein-Uhlenbeck random processes)
• Sur l’intégrabilité des vecteurs gaussiens
• Symétrisation dans l'espace de Gauss.
• Séminaire sur les fonctions aléatoires linéaires et les mesures cylindriques
• THE NEWTON-LEIBNIZ FORMULA ON BANACH SPACES AND APPROXIMATION OF FUNCTIONS OF AN INFINITE-DIMENSIONAL ARGUMENT
• Tail probabilities of Gaussian suprema and Laplace transform
• Tensor Algebras Over Hilbert Spaces. I
• The Density of the Distribution of the Maximum of a Gaussian Process
• The Gaussian measure of shifted balls
• The Gross-Sazonov theorem for signed cylindrical measures
• The Integral of a Symmetric Unimodal Function over a Symmetric Convex Set and Some Probability Inequalities
• The Malliavin calculus, a functional analytic approach
• The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
• The Onsager-Machlup functions for Gaussian measures
• The Ornstein-Uhlenbeck semigroup in an infinite dimensional L\(^2\) setting
• The Radon-Nikodym Theorem for the Bochner Integral
• The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
• The Support of Gaussian Measures on Banach Spaces
• The Wiener Measure of Hilbert Neighborhoods in the Space of Real Continuous Functions
• The \(P(\phi )_{2}\) Euclidean (quantum) field theory.
• The asymmetry indices of stable measures
• The behavior of measure and measurability under change of scale in Wiener space
• The free Markoff field
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
• The probability of small Gaussian ellipsoids and associated conditional moments
• The role of the Onsager–Machlup Lagrangian in the theory of stationary diffusion process
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• The translation pathology of Wiener space
• The τ-régularity of Gaussian measures
• Theory of Reproducing Kernels
• Three problems of Aronszajn in measure theory
• Time reversal of infinite-dimensional diffusions
• Traces of harmonic functions and a new path space for the free quantum field
• Traces of random variables on Wiener space and the Onsager-Machlup functional
• Transformation of Wiener measure under anticipative flows
• Transformations of Wiener Integrals Under a General Class of Linear Transformations
• Transformations of Wiener integrals under translations
• Two Types of Zero-One Law for a Gaussian Probability
• Unicité de solutions d'équations différentielles sur l'espace de Wiener
• Uniform convexity and the distribution of the norm for a Gaussian measure
• Various topologies in the Wiener space and Lévy's stochastic area
• When does the Ramer formula look like the Girsanov formula?
• Wiener processes on manifolds of maps
• Zero-One Laws for Stable Measures
• Zero-one laws for Gaussian processes
• Éléments extrémaux pour les inégalités de Brunn-Minkowski gaussiennes (Extreme elements for the Gaussian Brunn-Minkowski inequalities)

Cited in

(10)

• scientific article; zbMATH DE number 148022 (Why is no real title available?)
• Topics of measure theory on infinite dimensional spaces
• scientific article; zbMATH DE number 1535422 (Why is no real title available?)
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• Continuous transforms of a Lebesgue measure.
• Gaussian measures on infinite-dimensional spaces
• scientific article; zbMATH DE number 780874 (Why is no real title available?)
• scientific article; zbMATH DE number 3984199 (Why is no real title available?)
• Exploring a Fourier-Malliavin numerical model
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