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Real polynomial chaos and absolute continuity
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  • Published: March 1988

Real polynomial chaos and absolute continuity

  • Christer Borell1 

Probability Theory and Related Fields volume 77, pages 397–400 (1988)Cite this article

Summary

Under very general conditions, we prove that the members of a so-called real polynomial chaos have absolutely continuous probability distributions.

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References

  1. Kusuoka, S.: Analytic functionals of Wiener process and absolute continuity. (Lect. Notes Math Vol. 923, pp. 1–46) Springer Verlag: Berlin Heidelberg New York 1982

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  2. Shigekawa, I.: Derivatives of Wiener functionals and absolute continuity of induced measures. J. Math. Kyoto Univ 20, 263–289 (1980)

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Author information

Authors and Affiliations

  1. Department of Mathematics, Chalmers University of Technology, S-41296, Göteborg, Sweden

    Christer Borell

Authors
  1. Christer Borell
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Additional information

Partly supported by the Swedish Natural Science Research Council contract F-FU 1443-101, KTO:511443101-7

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Cite this article

Borell, C. Real polynomial chaos and absolute continuity. Probab. Th. Rel. Fields 77, 397–400 (1988). https://doi.org/10.1007/BF00319296

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  • Received: 13 September 1985

  • Revised: 17 September 1987

  • Issue Date: March 1988

  • DOI: https://doi.org/10.1007/BF00319296

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Keywords

  • Probability Distribution
  • Stochastic Process
  • General Condition
  • Probability Theory
  • Statistical Theory
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