Differential calculus for Dirichlet forms : the measure-valued gradient preserved by image
Probability
2007-05-23 v1
Abstract
In order to develop a differential calculus for error propagation we study local Dirichlet forms on probability spaces with square field operator -- i.e. error structures -- and we are looking for an object related to which is linear and with a good behaviour by images. For this we introduce a new notion called the measure valued gradient which is a randomized square root of . The exposition begins with inspecting some natural notions candidate to solve the problem before proposing the measure-valued gradient and proving its satisfactory properties.
Cite
@article{arxiv.math/0610485,
title = {Differential calculus for Dirichlet forms : the measure-valued gradient preserved by image},
author = {Nicolas Bouleau},
journal= {arXiv preprint arXiv:math/0610485},
year = {2007}
}