کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
9495945 1335202 2005 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Differential calculus for Dirichlet forms: The measure-valued gradient preserved by image
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Differential calculus for Dirichlet forms: The measure-valued gradient preserved by image
چکیده انگلیسی
In order to develop a differential calculus for error propagation of Bouleau [Error Calculus for Finance and Physics, the Language of Dirichlet forms, De Gruyter, Berlin, 2003], we study local Dirichlet forms on probability spaces with carré du champ Γ-i.e. error structures-and we are looking for an object related to Γ which is linear and with a good behaviour by images. For this we introduce a new notion called the measure-valued gradient which is a randomized square root of Γ. The exposition begins with inspecting some natural notions candidate to solve the problem before proposing the measure-valued gradient and proving its satisfactory properties.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 225, Issue 1, 1 August 2005, Pages 63-73
نویسندگان
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