Abstract
We construct a ‘Hausdorff measure’ of finite co-dimension on the Wiener space. We then extend the Federer co-area Formula to this Wiener space for functions with the sole condition that they belong to the first Sobolev space. An explicit formula for the density of the images of the Wiener measure under such functions follows naturally from this. As a corollary, this yields a new and easy proof of the Krée-Watanabe theorem concerning the regularity of the images of the Wiener measure.
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Feyel, D., de la Pradelle, A. Hausdorff measures on the Wiener space. Potential Anal 1, 177–189 (1992). https://doi.org/10.1007/BF01789239
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DOI: https://doi.org/10.1007/BF01789239