In this paper, we consider the sets Kr={g≥r} defined in an infinite-dimensional Hilbert space, where g is suitably related to a reference Gaussian measure μ in H. We first show how to define a surface measure that is related to μ. This allows to introduce an integration-by-parts formula in Kr, which can be applied in several important constructions, as is the case where μ is the law of a (Gaussian) stochastic process and H is the space of its trajectories.
Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas / Bonaccorsi, Stefano; Da Prato, Giuseppe; Tubaro, Luciano. - In: JOURNAL OF EVOLUTION EQUATIONS. - ISSN 1424-3199. - STAMPA. - 2018, 18:2(2018), pp. 871-897.
Titolo: | Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas |
Autori: | Bonaccorsi, Stefano; Da Prato, Giuseppe; Tubaro, Luciano |
Autori Unitn: | |
Titolo del periodico: | JOURNAL OF EVOLUTION EQUATIONS |
Anno di pubblicazione: | 2018 |
Numero e parte del fascicolo: | 2 |
Codice identificativo Scopus: | 2-s2.0-85041501791 |
Codice identificativo ISI: | WOS:000437249100023 |
Digital Object Identifier (DOI): | http://dx.doi.org/10.1007/s00028-017-0423-1 |
Handle: | http://hdl.handle.net/11572/218547 |
Citazione: | Construction of a surface integral under local Malliavin assumptions, and related integration by parts formulas / Bonaccorsi, Stefano; Da Prato, Giuseppe; Tubaro, Luciano. - In: JOURNAL OF EVOLUTION EQUATIONS. - ISSN 1424-3199. - STAMPA. - 2018, 18:2(2018), pp. 871-897. |
Appare nelle tipologie: | 03.1 Articolo su rivista (Journal article) |
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