An invariance result for capacities on Wiener space
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説明
AbstractWe prove that tight capacities are invariant if one weakens the underlying topology. As a consequence we obtain a comparison theorem about (r, p)-capacities (and the corresponding notion of (r, p)-quasi-continuity used in the Malliavin calculus) on different abstract Wiener spaces (Ej, H, μj) with common Hilbert space H. Furthermore, we prove tightness of (r, p)-capacities of Ornstein-Uhlenbeck semigroups with general linear drift.
収録刊行物
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- Journal of Functional Analysis
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Journal of Functional Analysis 106 35-49, 1992-05-01
Elsevier BV
