Rademacher's Theorem for Wiener Functionals
Enchev, O. ; Stroock, D. W.
Ann. Probab., Tome 21 (1993) no. 4, p. 25-33 / Harvested from Project Euclid
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Given an $\mathbb{R}$-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 $L^\infty(\mu; H)$.
Publié le : 1993-01-14
Classification:  Wiener functionals,  Malliavin derivative,  60H07,  26B05 
@article{1176989392,
     author = {Enchev, O. and Stroock, D. W.},
     title = {Rademacher's Theorem for Wiener Functionals},
     journal = {Ann. Probab.},
     volume = {21},
     number = {4},
     year = {1993},
     pages = { 25-33},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989392}
}

Enchev, O.; Stroock, D. W. Rademacher's Theorem for Wiener Functionals. Ann. Probab., Tome 21 (1993) no. 4, pp.  25-33. http://gdmltest.u-ga.fr/item/1176989392/