On the space of BV functions and a related stochastic calculus in infinite dimensions (Q5940320)

In this very interesting paper the authors study functions of bounded variation on an abstract Wiener space \((E,H,\mu)\). They characterize such functions as elements in \(L(\log L)^{1/2}\) with first-order derivative being an \(H\)-valued measure. They also show that such functions can be obtained as an extension of the Sobolev space \(\mathbb{D}^{1,1}\). A generalized Itô-formula is proved for the distorted Ornstein-Uhlenbeck process determined by a function of bounded variation. These results extend those previously obtained by the first-named author [J. Funct. Anal. 174, No. 1, 227-249 (2000; Zbl 0978.60088)].