Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas

被引：5

作者：

Bonaccorsi, Stefano ^{[1
]}

Da Prato, Giuseppe ^{[2
]}

Tubaro, Luciano ^{[1
]}

机构：

[1] Univ Trento, Dipartimento Matemat, Via Sommar 14, I-38123 Povo, Italy

[2] Scuola Normale Super Pisa, Piazza Cavalieri 7, I-56126 Pisa, Italy

来源：

JOURNAL OF EVOLUTION EQUATIONS | 2018年 / 18卷 / 02期

关键词：

Gaussian measures; Surface measures in infinite-dimensional spaces; Integration-by-parts formulae; STOCHASTIC REFLECTION PROBLEM; SMOOTH CONVEX SET; ABSOLUTE CONTINUITY; EQUATION; SUPREMUM; SPACE; SPDES; LAW;

D O I：

10.1007/s00028-017-0423-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider the sets defined in an infinite-dimensional Hilbert space, where g is suitably related to a reference Gaussian measure in H. We first show how to define a surface measure that is related to . This allows to introduce an integration-by-parts formula in , which can be applied in several important constructions, as is the case where is the law of a (Gaussian) stochastic process and H is the space of its trajectories.

引用

页码：871 / 897

页数：27

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[3]

[Anonymous], 2007, ESPACES FONCTIONNELS

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