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Hausdorff-Gauss Measures

  • D. Feyel
Conference paper
Part of the Progress in Probability book series (PRPR, volume 48)

Abstract

According to a result of Bouleau-Hirsch, the law of an ℝ n -valued Wiener functional belonging to the Gaussian-Dirichlet space W 1,2has a density with respect to Lebesgue measure λn. On the other hand there exists a classical formula for changing variables, the coarea Federer formula for Lipschitz functions. The goal of this chapter is to compute the exact value of this density by means of an extension of the coarea formula to the Wiener space, or more generally to an abstract Wiener space.

Keywords

Lower Semicontinuous Function Wiener Space Finite Dimensional Subspace Coarea Formula Area Formula 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • D. Feyel
    • 1
  1. 1.Université d’Evry-Val-d’EssonneEvry CedexFrance

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