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Smoothness of Laws

  • Paul Malliavin
Part of the Grundlehren der mathematischen Wissenschaften book series (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 2 ∞−0 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 1 1 hypothesis — Appendix: Computation of derivatives by means of divergence operators — Law of a weakly non degenerated map.

Keywords

Vector Field Lebesgue Measure Conditional Expectation Inverse Image Absolute Continuity 
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-Verlag Berlin Heidelberg 1997

Authors and Affiliations

  • Paul Malliavin

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