Khoshnevisan, Davar; Levin, David A.; … - In: Stochastic Processes and their Applications 118 (2008) 10, pp. 1723-1737
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...