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Malliavin's absolute continuity lemma : ウィキペディア英語版 | Malliavin's absolute continuity lemma In mathematics — specifically, in measure theory — Malliavin'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 R''n''. Suppose that, for every ''x'' ∈ R''n'', there exists a constant ''C'' = ''C''(''x'') such that : for every ''C''∞ function ''φ'' : R''n'' → R with compact support. Then ''μ'' is absolutely continuous with respect to ''n''-dimensional Lebesgue measure ''λ''''n'' on R''n''. In the above, D''φ''(''y'') denotes the Fréchet derivative of ''φ'' at ''y'' and ||''φ''||∞ denotes the supremum norm of ''φ''.
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