Differential calculus for Dirichlet forms : the measure-valued gradient preserved by image

Details Differential calculus for Dirichlet forms : the measure-valued gradient preserved by image Differential calculus for Dirichlet forms : the measure-valued gradient preserved by image

2006-10-16

arxiv.org/abs/math/0610485v1

Journal of Functional Analysis 225 (2005) 63-73

Mathematics

Probability

Scientific paper

In order to develop a differential calculus for error propagation we study local Dirichlet forms on probability spaces with square field operator $\Gamma$ -- i.e. error structures -- and we are looking for an object related to $\Gamma$ 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 $\Gamma$. The exposition begins with inspecting some natural notions candidate to solve the problem before proposing the measure-valued gradient and proving its satisfactory properties.

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