Relatively compact families of functionals on abstract Wiener space and applications

DOI10.1016/j.jfa.2005.06.016zbMath1102.60052OpenAlexW2074880220MaRDI QIDQ2368789

Xicheng Zhang

Publication date: 28 April 2006

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2005.06.016

zbMATH Keywords

Malliavin calculuscompactness criterionWiener-Sobolev space

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Relatively compact criteria for Hilbert valued random fields on abstract Wiener space, A remark on the mean square distance between the solutions of fractional SDEs and Brownian SDEs

Cites Work

• Quasi-sure limit theorem of parabolic stochastic partial differential equations
• Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications
• Malliavin calculus for white noise driven parabolic SPDEs
• Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
• A relative compactness criterion in Wiener-Sobolev spaces and application to semi-linear stochastic PDEs
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Relatively compact sets on abstract Wiener space
• Fractional smoothness of some stochastic integrals
• Real Interpolation of Sobolev Spaces on Subdomains of Rn
• Smoothness of local times of semimartingales
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