Churchill–Bernstein equation

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Revision as of 13:47, 12 January 2014 by en>Rjwilmsi (References: Journal cites, using AWB (9780))
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In mathematics — specifically, in measure theoryMalliavin's absolute continuity lemma is a result due to the French mathematician Paul Malliavin that plays a foundational rôle in the regularity (smoothness) theorems of the Malliavin calculus. Malliavin's lemma gives a sufficient condition for a finite Borel measure to be absolutely continuous with respect to Lebesgue measure.

Statement of the lemma

Let μ be a finite Borel measure on n-dimensional Euclidean space Rn. Suppose that, for every x ∈ Rn, there exists a constant C = C(x) such that

|RnDφ(y)(x)dμ(y)|C(x)φ

for every C function φ : Rn → R with compact support. Then μ is absolutely continuous with respect to n-dimensional Lebesgue measure λn on Rn. In the above, Dφ(y) denotes the Fréchet derivative of φ at y and ||φ|| denotes the supremum norm of φ.

References