Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov's [epsilon]-entropy
We propose a set-indexed family of capacities on the classical Wiener space . This family interpolates between the Wiener measure () on and the standard capacity () on Wiener space. We then apply our capacities to characterize all quasi-sure lower functions in . In order to do this we derive the following capacity estimate which may be of independent interest: There exists a constant a>1 such that for all r>0, Here, denotes the Kolmogorov [epsilon]-entropy of G, and f[small star, filled]:=sup[0,1]f.
Year of publication: |
2008
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---|---|
Authors: | Khoshnevisan, Davar ; Levin, David A. ; Méndez-Hernández, Pedro J. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 10, p. 1723-1737
|
Publisher: |
Elsevier |
Keywords: | Capacity in Wiener space Lower functions Kolmogorov entropy |
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