Relatively compact families of functionals on abstract Wiener space and applications (Q2368789)

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.