Imbedding theorems for spaces of functions of a denumberable number of variables and their applications.
In this work infinitely divisible cylindrical probability measures on arbitrary Banach spaces are introduced. The class of infinitely divisible cylindrical probability measures is described in terms of their characteristics, a characterisation which is not known in general for infinitely divisible Radon measures on Banach spaces. Further properties of infinitely divisible cylindrical measures such as continuity are derived. Moreover, the classification result enables us to deduce new results on...
On démontre dans cet article des versions probabilistes des injections de Sobolev sur une variété riemannienne compacte, . Plus précisément on démontre que pour des mesures de probabilité naturelles sur l’espace , presque toute fonction appartient à tous les espaces , . On donne ensuite des applications à l’étude des harmoniques sphériques sur la sphère : on démontre (encore pour des mesures de probabilité naturelles) que presque toute base hilbertienne de formée d’harmoniques sphériques...
The heat kernel of a Sturm-Liouville operator with logarithmic potential can be described by using the Wiener integral associated with a real hyperplane arrangement. The heat kernel satisfies an infinite-dimensional analog of the Gauss-Manin connection (integrable system), generalizing a variational formula of Schläfli for the volume of a simplex in the space of constant curvature.
We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for adapted and anticipating Poisson stochastic integrals, and is inspired by the method of Üstünel and Zakai (Probab. Theory Related Fields103 (1995) 409–429) on the Wiener space, although the corresponding algebra is more complex than in the Wiener case. The examples...
We summarize the main ideas in a series of papers ([20], [21], [22], [5]) devoted to the construction of invariant measures and to the long-time behavior of solutions of the periodic Benjamin-Ono equation.