Fractional order Sobolev spaces on Wiener space |
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Authors: | Shinzo Watanabe |
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Affiliation: | (1) Department of Mathematics, Faculty of Science, Kyoto University, 606 Kyoto, Japan |
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Abstract: | Summary Fractional order Sobolev spaces are introduced on an abstract Wiener space and Donsker's delta functions are defined as generalized Wiener functionals belonging to Sobolev spaces with negative differentiability indices. By using these notions, the regularity in the sense of Hölder continuity of a class of conditional expectations is obtained. |
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Keywords: | 60H07 60H10 |
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