Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces

DOI10.1090/tran/7195zbMath1392.28012arXiv1608.05964WikidataQ103916926 ScholiaQ103916926MaRDI QIDQ4642526

Alessandra Lunardi, Luciano Tubaro, Giuseppe Da Prato

Publication date: 23 May 2018

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.05964

zbMATH Keywords

invariant measures; stochastic PDEs; infinite dimensional analysis; probability measures in Hilbert spaces; surface integrals in Hilbert spaces

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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

35R15: PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables)