Relatively compact criteria for Hilbert valued random fields on abstract Wiener space
Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Random fields (60G60) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
This note gives criteria for relative compactness of Hilbert valued random fields in some \(L^p\) spaces, especially allowing the functionals to be in fractional Wiener-Sobolev spaces. It is well known that criteria for relative compactness are very useful tools for constructing solutions to some PDEs. The criteria presented in this note can be verified for a class of SDEs or SPDEs. More details and several applications on this are provided by the author [J. Funct. Anal. 232, No. 1, 195--221 (2006; Zbl 1102.60052)]
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