On infinite dimensional sheets

DOI10.1007/BF01053452zbMath0835.60028OpenAlexW4235849562MaRDI QIDQ1902483

Denis Feyel, Arnaud De La Pradelle

Publication date: 8 April 1996

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

Full work available at URL: https://doi.org/10.1007/bf01053452

zbMATH Keywords

polar setsGaussian measuresCameron-Martin spaceLusin spacegeneralized Brownian sheetgeneralized Ornstein-Uhlenbeck sheet

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10) Generalized stochastic processes (60G20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Stochastic integrals in the plane
• Ornstein-Uhlenbeck processes and \(W^{2,2}\)-polar sets
• Martingales and stochastic integrals for processes with a multi-dimensional parameter

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