Surface measures generated by differentiable measures
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Publication:283444
DOI10.1007/s11118-015-9530-1zbMath1342.28027OpenAlexW2305304086MaRDI QIDQ283444
Vladimir I. Bogachev, Ilya I. Malofeev
Publication date: 13 May 2016
Published in: Potential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11118-015-9530-1
Stochastic calculus of variations and the Malliavin calculus (60H07) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)
Related Items (7)
An integral inequality for the invariant measure of a stochastic reaction-diffusion equation ⋮ Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas ⋮ Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in \(\mathbb{R}^n\) ⋮ Malliavin calculus for non-Gaussian differentiable measures and surface measures in Hilbert spaces ⋮ On Skorokhod differentiable measures ⋮ On the Kantorovich problem with a parameter ⋮ Kantorovich problems and conditional measures depending on a parameter
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