English

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 Γ\Gamma -- i.e. error structures -- and we are looking for an object related to Γ\Gamma 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 Γ\Gamma. The exposition begins with inspecting some natural notions candidate to solve the problem before proposing the measure-valued gradient and proving its satisfactory properties.

Keywords

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}
}