The Gauss-Ostrogradskii formula in infinite-dimensional space

O. V. Pugachev · Sbornik Mathematics · 1998

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.

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