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Potentials on abstract Wiener space
Authors:René Carmona
Affiliation:Département de Mathématique-Informatique, U.E.R. Marseille-Luminy, 70, route Léon Lachamp, 13288 Marseille Cedex 2, France
Abstract:
The infinite dimensional Green measure g is shown to be a product measure and this provides sufficient conditions for the existence and the differentiability of potentials. Moreover, it is shown how such conditions can be used to prove that if f is Lip and if we set u = Gf, then first D2u is Lip too and second u satisfies Δu = ?2f for a wide class of functions f with arbitrary support.
Keywords:
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