Espaces de Sobolev gaussiens. (Gaussian Sobolev spaces)

DOI10.5802/AIF.1193MaRDI QIDQ1114902zbMATH OpenOpenAlexFDO

Authors Denis Feyel, Arnaud De La Pradelle

Publication date 1989

Published in Annales de l’institut Fourier (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIF_1989__39_4_875_0, https://eudml.org/doc/74860

zbMATH Keywords

Sobolev spaceCameron-Martin directiondifferential of a stochastic integralGaussian measure on a locally convex linear spaceGaussian procapacityweak dual of a separable Frechet nuclear space

Mathematics Subject Classification ID

Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic integrals (60H05) Measures and integration on abstract linear spaces (46G12)

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Cited in

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• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation

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