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

zbMath1048.28009MaRDI QIDQ1432200

Vladimir I. Bogachev

Publication date: 15 June 2004

Published in: Doklady Mathematics (Search for Journal in Brave)

zbMATH Keywords

extensionLipschitzian mappingWiener space

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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