BV-capacities on Wiener Spaces and Regularity of the Maximum of the Wiener Process
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Publication:6232676
arXiv1204.6652MaRDI QIDQ6232676FDOQ6232676
Authors: Dario Trevisan 
Publication date: 30 April 2012
Abstract: We define a capacity C on abstract Wiener spaces and prove that, for any u with bounded variation, the total variation measure |Du| is absolutely continuous with respect to C: this enables us to extend the usual rules of calculus in many cases dealing with BV functions. As an application, we show that, on the classical Wiener space, the random variable sup_{0leqtleqT} W_t admits a measure as second derivative, whose total variation measure is singular w.r.t. the Wiener measure.
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