Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in R^n

DOI10.1007/S00030-020-00633-ZMaRDI QIDQ2179110zbMATH OpenOpenAlexFDO

Authors S. Bonaccorsi, Margherita Zanella, Luciano Tubaro

Publication date 12 May 2020

Published in NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1812.09556

zbMATH Keywords

Gaussian measuresgradient type systemsintegration by parts formulaesurface measures in infinite dimensional spaces

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07)

Abstract: On the infinite dimensional space $E$ of continuous paths from $[0,1]$ to $mathbb{R}^n$, $nge3$, endowed with the Wiener measure $mu$, we construct a surface measure defined on level sets of the $L^2$-norm of $n$-dimensional processes that are solutions to a class of stochastic gradient system-type equations, and provide an integration by parts formula involving this surface measure. We follow the approach to surface measures in Gaussian spaces proposed via techniques of Malliavin calculus by Airault and Malliavin in 1988.

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Cited in

(8)

• Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas
• Characterizations of Sobolev spaces on sublevel sets in abstract Wiener spaces
• Surface measures on the dual space of the Schwartz space
• Lévy’s functional analysis in terms of an infinite dimensional Brownian motion III
• scientific article; zbMATH DE number 5573165 (Why is no real title available?)
• Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces
• Differentiability in infinite dimension and the Malliavin calculus
• Integration by parts formulae for Wiener measures restricted to subsets in \(\mathbb R^{d}\)

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