Gaussian capacities
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On étudie les espaces de Sobolev \(W^{r,p}(E,\mu)\) construits sur un espace localement convexe \(E\) muni d'une mesure gaussienne centrée \(\mu\). Si \(\mu\) est de Radon, on démontre que les capacités naturelles \(c_{r,p}\) sont tendues sur les compacts. Cela résulte d'un principe général relatif aux quasi-normes. On s'intéresse également aux fonctions quasi-continues à valeurs banachiques, ce qui est utile pour les propriétés de Nikodym, et à des applications à la continuité des trajectoires des intégrales stochastiques.
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