Abstract: In this paper, we provide a strong formulation of the stochastic G{^a}teaux differentiability in order to study the sharpness of a new characterization, introduced in [6], of the Malliavin-Sobolev spaces. We also give a new internal structure of these spaces in the sense of sets inclusion.
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Cites work
- A note on the de La Vallée Poussin criterion for uniform integrability
- Derivatives of Wiener functionals and absolute continuity of induced measures
- Differentiable measures and the Malliavin calculus
- Gaussian Hilbert Spaces
- On a characterization of the Sobolev spaces over an abstract Wiener space
- Transformation of the Wiener measure under non-invertible shifts
- Unions of Lebesgue spaces and \(A_1\) majorants
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