Rademacher's theorem for Wiener functionals

DOI10.1214/aop/1176989392zbMath0773.60042OpenAlexW2050515623MaRDI QIDQ2365734

Daniel W. Stroock, Ognian B. Enchev

Publication date: 29 June 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989392

zbMATH Keywords

Malliavin calculusabstract Wiener spaceMalliavin derivativerandom maximization problems

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Continuity and differentiation questions (26B05)

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