Approximation of Densities of Absolutely Continuous Components of Measures in a Hilbert Space Using the Ornstein-Uhlenbeck Semigroup

We study the behavior of measures obtained as a result of the action of the Ornstein-Uhlenbeck semigroup T t associated with the Gaussian measure μ on an arbitrary probability measure ν in a separable Hilbert space as t → 0+. We prove that the densities of the parts of T t ν absolutely continuous...

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Bibliographic Details
Date:2004
Main Authors: Rudenko, A. V., Руденко, А. В.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 2004
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/3872
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal