Sobolev spaces over the Wiener space based on an Ornstein-Uhlenbeck operator

DOI10.1215/kjm/1250519405zbMath0777.60047OpenAlexW1558215660MaRDI QIDQ2367097

Ichiro Shigekawa

Publication date: 15 December 1993

Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1215/kjm/1250519405

zbMATH Keywords

Sobolev spacesMalliavin calculuscommutation relationOrnstein-Uhlenbeck operatorWiener spaceLittlewood-Paley-Stein inequality

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

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