Transformations of Gaussian measures generated by the Levý Laplacian, and generalized traces

zbMath0934.28007MaRDI QIDQ1385848

O. G. Smolyanov, Luigi Accardi

Publication date: 23 June 1998

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

Wiener processGaussian measurecylindrical measureslogarithmic derivativeLevý LaplacianLevý trace

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)

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