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Construction of non-Gaussian surface measures by Malliavin’s method

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Abstract

We generalize the Airault-Malliavin theorem on the existence of surface measures on infinite-dimensional spaces with Gaussian measures on surfaces. We prove that the sets of capacities generated by Sobolev classes on infinite-dimensional spaces are dense.

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Authors and Affiliations

  1. M. V. Lomonosov Moscow State University, Moscow, USSR

    O. V. Pugachev

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  1. O. V. Pugachev
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Translated fromMatematicheskie Zametki, Vol. 65, No. 3, pp. 377–388, March, 1999.

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Pugachev, O.V. Construction of non-Gaussian surface measures by Malliavin’s method. Math Notes 65, 315–325 (1999). https://doi.org/10.1007/BF02675073

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  • DOI: https://doi.org/10.1007/BF02675073

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