Malliavin calculus on extensions of abstract Wiener spaces (Q1012022): Difference between revisions

The author develops a Malliavin calculus for possibly non separable extensions of \(L^p(W_{C_\mathbb{F}})\), where \(W_{C_\mathbb{F}}\) is the Wiener measure on the space \(C_\mathbb{F}\) of continuous functions from \([0,1]\) into any abstract Wiener Fréchet space \(\mathbb{F}\) over a fixed separable Hilbert space.