Surface measures in infinite dimension
Probability
2014-04-18 v2
Abstract
We construct surface measures associated to Gaussian measures in separable Banach spaces, and we prove several properties including an integration by parts formula.
Keywords
Cite
@article{arxiv.1404.3357,
title = {Surface measures in infinite dimension},
author = {Giuseppe Da Prato and Alessandra Lunardi and Luciano Tubaro},
journal= {arXiv preprint arXiv:1404.3357},
year = {2014}
}