User vitp - MathOverflow most recent 30 from http://mathoverflow.net 2013-05-22T17:35:10Z http://mathoverflow.net/feeds/user/4097 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/16504/big-picture-what-is-the-connection-of-malliavin-calculus-with-differential-geome Big Picture: What is the connection of Malliavin calculus with differential geometry? vitp 2010-02-26T12:18:05Z 2010-03-01T09:10:31Z <p>I know that Paul Malliavin was heavily influenced by ideas from differential geometry while developing his calculus on Wiener space. But what are the concrete analogies between both areas of mathematics? What has this to do with Hörmander's theorem (if so)?</p> http://mathoverflow.net/questions/16471/a-geometric-interpretation-of-independence/16485#16485 Answer by vitp for A geometric interpretation of independence? vitp 2010-02-26T08:20:34Z 2010-02-26T08:20:34Z <p>This is not an answer, but I am not allowed to comment now. Your space is not an inner product space, since from $E[X X]=0$ it follows that $X=0$ holds only a.e. To make it a vector space, you have to consider the quotient space. Two random variables are in the same congruence class if and only if they are equal a.e. Then you can define your inner product on that quotient space. The inner product is independent of the representative.</p> http://mathoverflow.net/questions/15804/when-does-a-probability-measure-take-all-values-in-the-unit-interval When does a probability measure take all values in the unit interval? vitp 2010-02-19T10:20:34Z 2010-02-25T21:31:51Z <p>Let $\mathbb{P}$ be a probability measure on some probability space $(\Omega,\mathcal{A})$. Are there conditions on the $\sigma$-algebra $\mathcal{A}$ such that for every real number $c\in [0,1]$ we find a set $A\in\mathcal{A}$ with $\mathbb{P}(A)=c$. It is like the intermediate value theorem for continuous functions.</p>