RADEMACHERS THEOREM FOR WIENER FUNCTIONALS

成果类型:
Article
署名作者:
ENCHEV, O; STROOCK, DW
署名单位:
Massachusetts Institute of Technology (MIT)
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
DOI:
10.1214/aop/1176989392
发表日期:
1993
页码:
25-33
关键词:
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).