RADEMACHERS THEOREM FOR WIENER FUNCTIONALS

被引：27

作者：

ENCHEV, O ^{[1
]}

STROOCK, DW ^{[1
]}

机构：

[1] MIT,DEPT MATH,CAMBRIDGE,MA 02139

来源：

ANNALS OF PROBABILITY | 1993年 / 21卷 / 01期

关键词：

WIENER FUNCTIONALS; MALLIAVIN DERIVATIVE;

D O I：

10.1214/aop/1176989392

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Given an R-valued, Borel measurable function F on an abstract Wiener space (E, H, mu), we show that F is uniformly Lipschitz continuous in the directions of H if and only if it has one derivative in the sense of Malliavin and that derivative is an element of L(infinity)(mu; H).

引用

页码：25 / 33

页数：9