The aim of the present paper is to generalize the Gauss-Ostrogradskii theorem to an infinite-dimensional space X. On this space we consider not only Gaussian measures but a wider class of measures, differentiable along some Hilbert space continuously embedded in X. In the paper, a construction of a surface measure which employs ideas of the Malliavin calculus and the theory of Sobolev capacities is considered. It is a generalisation of the surface integration developed by Malliavin for the Wiener measure.
机构:
Dipartimento di Matematica, Informatica e Geoscienze, Università degli Studi di Trieste, Via Valerio 12/1, TriesteDipartimento di Matematica, Informatica e Geoscienze, Università degli Studi di Trieste, Via Valerio 12/1, Trieste