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M. Piech (1979)
Differentiability of measures associated with parabolic equations on infinite-dimensional spacesTransactions of the American Mathematical Society, 253
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We present a model for which certain difficulties often associated with analysis on infinite-dimensional spaces do not occur. In this situation, the convolution semigroup of Wiener measures constructed by Gross becomes a self-adjoint contraction semigroup. We generalize a facet of Sobolev theory to our infinite-dimensional context, and consider the differentiability of Wiener measure in this new weak sense.
Acta Applicandae Mathematicae – Springer Journals
Published: May 1, 2004
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