Measures with smooth finite-dimensional projections (Q2726259)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Measures with smooth finite-dimensional projections |
scientific article; zbMATH DE number 1620696
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measures with smooth finite-dimensional projections |
scientific article; zbMATH DE number 1620696 |
Statements
16 July 2001
0 references
smooth and quasi-smooth measures
0 references
finite-dimensional distribution
0 references
logarithmic derivative of a measure
0 references
Measures with smooth finite-dimensional projections (English)
0 references
Smooth measures play an important role in infinite-dimensional analysis. Roughly speaking, a smooth measure is a measure admitting integration by parts. The set of smooth measures contains, first of all, Gaussian measures. The set of smooth measures contains also images of smooth measures under smooth reversible transformations. A nontrivial fact represents the smoothness of transition probabilities of random processes determined by stochastic differential equations with smooth coefficients. A class of measures with weakened smoothness property is investigated: A measure from this class is not supposed to be smooth, but it is supposed to have smooth finite-dimensional projections.NEWLINENEWLINEFor the entire collection see [Zbl 0956.00022].
0 references
