scientific article; zbMATH DE number 3944555

MaRDI QIDQ3715653zbMATH OpenFDO

Authors Bernard Gaveau

Publication date 1985

zbMATH Keywords

conditional expectationshypersurfaces of Wiener spaceintégration by parts formulaOrnstein- Uhlenbeck operatorSobolev trace theorems in infinite dimensional spaces

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Measures and integration on abstract linear spaces (46G12)

Cited in

(12)

• Analysis on Wiener spaces. II: Differential forms
• Traces of random variables on Wiener space and the Onsager-Machlup functional
• Differentiable measures and the Malliavin calculus
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• 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)
• Analysis on Wiener spaces. I: Nonlinear maps
• Differential calculus on finite codimensional submanifolds of the Wiener space: The divergence operator

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