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Construction of non-Gaussian surface measures by Malliavin's method - MaRDI portal

Construction of non-Gaussian surface measures by Malliavin's method (Q1569779)

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scientific article; zbMATH DE number 1470972
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Construction of non-Gaussian surface measures by Malliavin's method
scientific article; zbMATH DE number 1470972

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    Construction of non-Gaussian surface measures by Malliavin's method (English)
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    9 July 2000
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    Wiener measure
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    non-Gaussian measure
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    Gâteaux differentiability
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    Airault-Malliavin theorem
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    existence of surface measures
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    infinite-dimensional spaces
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    Gaussian measures
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    sets of capacities
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    Sobolev classes on infinite-dimensional spaces
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