Quick search | Browse volumes | |

XX: 12, 131-161, LNM 1204 (1986)

**BOULEAU, Nicolas**; **HIRSCH, Francis**

Propriété d'absolue continuité dans les espaces de Dirichlet et applications aux équations différentielles stochastiques (Dirichlet forms, Malliavin's calculus)

This is the main result of the ``Bouleau-Hirsch approach'' to absolute continuity in Malliavin calculus (see*The Malliavin calculus and related topics* by D. Nualart, Springer1995). In the framework of Dirichlet spaces, a general criterion for absolute continuity of random vectors is established; it involves the image of the energy measure. This leads to a Lipschitzian functional calculus for the Ornstein-Uhlenbeck Dirichlet form on Wiener space, and gives absolute continuity of the laws of the solutions to some SDE's with coefficients that can be uniformly degenerate

Comment: These results are extended by the same authors in their book*Dirichlet Forms and Analysis on Wiener Space*, De Gruyter 1991

Keywords: Dirichlet forms, Carré du champ, Absolute continuity of laws

Nature: Original

Retrieve article from Numdam

Propriété d'absolue continuité dans les espaces de Dirichlet et applications aux équations différentielles stochastiques (Dirichlet forms, Malliavin's calculus)

This is the main result of the ``Bouleau-Hirsch approach'' to absolute continuity in Malliavin calculus (see

Comment: These results are extended by the same authors in their book

Keywords: Dirichlet forms, Carré du champ, Absolute continuity of laws

Nature: Original

Retrieve article from Numdam