Hausdorff measures on the Wiener space.

DOI10.1007/BF01789239zbMath1081.28500OpenAlexW1972007847MaRDI QIDQ816821

Denis Feyel, Arnaud De La Pradelle

Publication date: 27 February 2006

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01789239

zbMATH Keywords

Sobolev spacesMalliavin calculusGaussian measuresHausdorff measuresWiener measures

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Length, area, volume, other geometric measure theory (28A75) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Cites Work

• Lectures on stochastic differential equations and Malliavin calculus
• Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)
• Gaussian capacities
• Positive generalized Wiener functions and potential theory over abstract Wiener spaces
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