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Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability
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  • Published: September 1990

Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability

  • G. Mazziotto1 &
  • A. Millet2 

Probability Theory and Related Fields volume 85, pages 403–411 (1990)Cite this article

Summary

In this paper we study conditions ensuring that the law of aC([0, 1])-valued functional defined on an abstract Wiener space is absolutely continuous with respect to the Wiener measure onC([0,1]). These conditions extend those established byP. Malliavin [12, 13] for finite-dimensional Wiener functionals, and those of [15] for Hilbert-valued functionals.

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Author information

Authors and Affiliations

  1. Centre National d'Etudes des Télécommunications, 38-40, Rue du Général Leclerc, F-92131, Issy Les Moulineaux, France

    G. Mazziotto

  2. Département de Mathématiques, Ensemble Scientifique, Université d'Angers, 2, Boulevard Lavoisier, F-49045, Angers, France

    A. Millet

Authors
  1. G. Mazziotto
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  2. A. Millet
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Mazziotto, G., Millet, A. Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability. Probab. Th. Rel. Fields 85, 403–411 (1990). https://doi.org/10.1007/BF01193945

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  • Received: 13 July 1989

  • Revised: 06 November 1989

  • Issue Date: September 1990

  • DOI: https://doi.org/10.1007/BF01193945

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Keywords

  • Stochastic Process
  • Probability Theory
  • Mathematical Biology
  • Absolute Continuity
  • Wiener Space
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