Surface Measures Generated by Differentiable Measures

被引:7
作者
Bogachev, Vladimir I. [1 ]
Malofeev, Ilya I. [2 ]
机构
[1] Natl Res Univ, Higher Sch Econ, Moscow, Russia
[2] Moscow MV Lomonosov State Univ, Dept Mech & Math, Moscow 119991, Russia
基金
俄罗斯科学基金会;
关键词
Malliavin calculus; Surface measure; Differential measure; Gaussian measure; METRIC MEASURE-SPACES; BV FUNCTIONS; SOBOLEV FUNCTIONS; INFINITE; FINITE; CAPACITIES; PERIMETER; INTEGRALS; CALCULUS; GEOMETRY;
D O I
10.1007/s11118-015-9530-1
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We study surface measures on level sets of functions on general probability spaces with measures differentiable along vector fields and suggest a new simple construction. Our construction applies also to level sets of mappings with values in finite-dimensional spaces. The standard surface measures arising for Gaussian measures in the Malliavin calculus can be obtained in this way. A positive answer is given to a question raised by M. Rockner concerning continuity of surface measures with respect to a parameter.
引用
收藏
页码:767 / 792
页数:26
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