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Extension of mappings of the Wiener space that are Lipschitz along the Cameron-Martin subspace. - MaRDI portal

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Extension of mappings of the Wiener space that are Lipschitz along the Cameron-Martin subspace. (Q1432200)

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scientific article; zbMATH DE number 2074516
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English
Extension of mappings of the Wiener space that are Lipschitz along the Cameron-Martin subspace.
scientific article; zbMATH DE number 2074516

    Statements

    Extension of mappings of the Wiener space that are Lipschitz along the Cameron-Martin subspace. (English)
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    15 June 2004
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    The article is devoted to extensions of Lipschitzian mappings for infinite-dimensional linear spaces. The main result is Theorem 1. Let \(\gamma\) be a Radon-Gaussian measure on a locally convex space \(X\), \(H\) be the corresponding Cameron-Martin space, \(A\subset X\) be a \(\gamma\)-measurable set, and \(F:A\to H\) be a \(\gamma\)-measurable mapping such that \(| F(x+ h)- F(x)|_H\leq C| h|_H\) for \(x\in A\), \(h\in H\), and \(x+h\in A\). Then there exists a \(\gamma\)-measurable mapping \(\widetilde F:X\to H\) such that \(\widetilde F|_A= F|_A\) \(\gamma\)-almost everywhere, \(\overline{\text{conv}}\,\widetilde F(X)\subset \overline{\text{conv}}\,F(A)\), and \[ |\widetilde F(x+ h)-\widetilde F(x)|_H\leq C| h|_H \] for all \(x\in X\) and \(h\in H\).
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    Wiener space
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    Lipschitzian mapping
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    extension
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