Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in \(\mathbb{R}^n\)

DOI10.1007/s00030-020-00633-zzbMath1462.60072arXiv1812.09556OpenAlexW2906469354MaRDI QIDQ2179110

Margherita Zanella, Luciano Tubaro, Stefano Bonaccorsi

Publication date: 12 May 2020

Published in: NoDEA. Nonlinear Differential Equations and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.09556

zbMATH Keywords

Gaussian measuresintegration by parts formulaegradient type systemssurface measures in infinite dimensional spaces

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (1)

Characterizations of Sobolev spaces on sublevel sets in abstract Wiener spaces

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