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absolutely continuous function
(redirected from Absolute continuity)

   Also found in: Wikipedia 0.01 sec.
absolutely continuous function [¦ab·sə‚lüt·lē kən¦tin·yə·wəs ′fəŋk·shən]
(mathematics)
A function defined on a closed interval with the property that for any positive number ε there is another positive number η such that, for any finite set of nonoverlapping intervals, (a1,b1), (a2,b2), … , (an,bn), whose lengths have a sum less than η, the sum over the intervals of the absolute values of the differences in the values of the function at the ends of the intervals is less than ε.


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A concept of absolute continuity of random closed sets arises in a natural way in terms of the absolute continuity of suitable mean content measures, with respect to the usual Lebesgue measure on [R.
of Barcelona) covers the integration by parts and absolute continuity of probability laws, finite dimensional Malliavin calculus, representations of Weiner functions, the criteria for absolute continuity and smoothness of probability laws, stochastic partial differential equations driven by spatially homogeneous Gaussian noise, Malliavin regularity of solutions of stochastic backward differential equations (SPDEs) and analysis of the Malliavin matrix of solutions of SPDEs.
They range between 100% for an automatic interruption to 0% for an absolute continuity.
 
 
 
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