On Fréchet differentiability of Lipschitzian functions on spaces with Gaussian measures

DOI10.1134/S1064562407030076zbMath1165.46020OpenAlexW1975897495MaRDI QIDQ960737

N. A. Tolmachev, Vladimir I. Bogachev, Enrico Priola

Publication date: 19 January 2009

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

Full work available at URL: https://doi.org/10.1134/s1064562407030076

zbMATH Keywords

Fréchet differentiabilityGaussian measureLipschitz functionCameron-Martin space

Mathematics Subject Classification ID

Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Derivatives of functions in infinite-dimensional spaces (46G05)

Related Items (1)

Vladimir Igorevich Bogachev

Cites Work

• Unnamed Item
• Differentiability of Lipschitz functions on Banach spaces
• A highly non-smooth norm on Hilbert space
• Some remarks on Rademacher's theorem in infinite dimensions
• Rademacher's theorem for Wiener functionals

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