Finite-dimensional sections of functions from fractional Sobolev classes on infinite-dimensional spaces (Q2455104)

Let \(\mu\) denote a centered Radon Gaussian measure on a locally convex space \(X\) and \(E\) a finite-dimensional subspace in the Cameron-Martin space of \(\mu\). The authors show that every function \(f\) from the standard Sobolev class \(H^{p,r}(\mu)\) has a version whose restrictions to the spaces \(x+E\) belong to the classes \(H^{p,r-\varepsilon}\) with respect to the conditional measures on these subspaces, for any \(\varepsilon > 0\). Combining this and similar results with the finite-dimensional embedding theorem, they prove that, if \(pr>\dim E\), then \(f\) has a version which is Hölder continuous along \(E\).