Approximation of Densities of Absolutely Continuous Components of Measures in a Hilbert Space Using the Ornstein-Uhlenbeck Semigroup

DOI10.1007/S11253-005-0161-3zbMath1103.28009OpenAlexW2021386743MaRDI QIDQ5692058

Alexey Rudenko

Publication date: 27 September 2005

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-005-0161-3

zbMATH Keywords

Gaussian measureabsolutely continuous part of a measure

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

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