Relatively compact families of functionals on abstract Wiener space and applications (Q2368789): Difference between revisions

Consider an abstract Wiener space \((X,H,\mu)\). The author gives sufficient conditions for the relative compactness of subsets of \(L^p(X,\mu;C(\overline U))\) or \(L^q(U,du;L^p(X,\mu))\), where \(U\) is an open subset of \(R^d\). These results are proved by means of finite-dimensional approximations. These criteria are then applied to solutions of stochastic differential equations, to some stochastic integrals, to local times, and to solutions of stochastic partial differential equations.