On a characterization of the Sobolev spaces over an abstract Wiener space
From MaRDI portal
Publication:1820359
DOI10.1215/kjm/1250521019zbMath0614.46028OpenAlexW1502885807MaRDI QIDQ1820359
Publication date: 1985
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250521019
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Distributions on infinite-dimensional spaces (46F25)
Related Items (28)
Fractional order Sobolev spaces on Wiener space ⋮ Tail probabilities of solutions to a generalized Ait-Sahalia interest rate model ⋮ Mean Field Game Theory with a Partially Observed Major Agent ⋮ Itô maps and analysis on path spaces ⋮ Some remarks on Rademacher's theorem in infinite dimensions ⋮ Gaussian measures on linear spaces ⋮ Density function of numerical solution of splitting AVF scheme for stochastic Langevin equation ⋮ A note on the Malliavin-Sobolev spaces ⋮ Sobolev and Besov classes on infinite-dimensional spaces ⋮ Time reversal of Volterra processes driven stochastic differential equations ⋮ Gross-Sobolev spaces on path manifolds: uniqueness and intertwining by Itô maps. ⋮ Uniqueness in law for stochastic boundary value problems ⋮ Differentiability of SDEs with drifts of super-linear growth ⋮ Precise asymptotics of certain Wiener functionals ⋮ A Stratonovich-Skorohod integral formula for Gaussian rough paths ⋮ Smoothness of the density for solutions to Gaussian rough differential equations ⋮ Uniqueness of generalized Schrödinger operators and applications ⋮ Density analysis of non-Markovian BSDEs and applications to biology and finance ⋮ Filtrage approche et calcul stochastique non causal ⋮ Analytic functions on abstract Wiener spaces ⋮ Generalized Ornstein-Uhlenbeck semigroups: Littlewood-Paley-Stein inequalities and the P. A. Meyer equivalence of norms ⋮ Higher order Riesz transforms, fractional derivatives, and Sobolev spaces for Laguerre expansions ⋮ A singular stochastic differential equation driven by fractional Brownian motion ⋮ A study of backward stochastic differential equation on a Riemannian manifold ⋮ Optimal strong convergence rate of a backward Euler type scheme for the Cox-Ingersoll-Ross model driven by fractional Brownian motion ⋮ Differentiable measures and the Malliavin calculus ⋮ BV functions and distorted Ornstein Uhlenbeck processes over the abstract Wiener space ⋮ Stochastic evolution equations with random generators
This page was built for publication: On a characterization of the Sobolev spaces over an abstract Wiener space
