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- W2510605890 abstract "We construct surface measures in a Hilbert space endowed with a probability measure $nu$. The theory fits for invariant measures of some stochastic partial differential equations such as Burgers and reaction--diffusion equations. Other examples are weighted Gaussian measures and special product measures $nu$ of non Gaussian measures; in this case we exhibit a Markov process having $nu$ as invariant measure. In any case we prove integration by parts formulae on sublevel sets of good functions (including spheres and hyperplanes) that involve surface integrals." @default.
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- W2510605890 date "2016-08-21" @default.
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- W2510605890 title "Malliavin Calculus for non Gaussian differentiable measures and surface measures in Hilbert spaces" @default.
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