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Smoothness of Laws

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Part of the book series: Grundlehren der mathematischen Wissenschaften ((GL,volume 313))

Abstract

Divergence of differentiable flow — Divergence as the adjoint operator of a derivation — Non-degenerate maps and their covariance matrices — Lifting up vector fields through a non-degenerate map — Pushing down divergences — Hölder regularity under D ∞−02 hypothesis — Smoothness under D hypothesis — Lifting up and pushing down through a non-degenerate D map — Inverse image of a distribution — Absolute continuity of scalar functionals under D 11 hypothesis — Appendix: Computation of derivatives by means of divergence operators — Law of a weakly non degenerated map.

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© 1997 Springer-Verlag Berlin Heidelberg

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Malliavin, P. (1997). Smoothness of Laws. In: Stochastic Analysis. Grundlehren der mathematischen Wissenschaften, vol 313. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-15074-6_3

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  • DOI: https://doi.org/10.1007/978-3-642-15074-6_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-15073-9

  • Online ISBN: 978-3-642-15074-6

  • eBook Packages: Springer Book Archive

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