XVI: 07, 133-133, LNM 920 (1982)
MEYER, Paul-André
Appendice : Un résultat de D. Williams (Malliavin's calculus)
This result of Williams (never published as such) can be seen in retrospect as the first example of what came to be known as ``quasi-sure analysis''. It is well known that Wiener measure on the space of continuous functions is carried by the set $Q$ of all sample functions whose quadratic variation (along dyadic subdivisions) is equal to $t$ on each interval $[0,t]$. It is shown here that the complement $Q^c$ is not only a set of Wiener measure $0$, but is a polar set for the Ornstein-Uhlenbeck process
Keywords: Ornstein-Uhlenbeck process, Quadratic variation, Polar sets, Quasi-sure analysis
Nature: Exposition
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