Sobolev spaces with respect to a weighted Gaussian measures in infinite dimensions
Analysis of PDEs
2021-06-09 v4 Probability
Abstract
Let be a separable Banach space endowed with a non-degenerate centered Gaussian measure and let be a positive function on such that and for some and . In the present paper we introduce and study Sobolev spaces with respect to the weighted Gaussian measure . We obtain results regarding the divergence operator (i.e. the adjoint in of the gradient operator along the Cameron--Martin space) and the trace of Sobolev functions on hypersurfaces , where is a suitable version of a Sobolev function.
Keywords
Cite
@article{arxiv.1510.08283,
title = {Sobolev spaces with respect to a weighted Gaussian measures in infinite dimensions},
author = {Simone Ferrari},
journal= {arXiv preprint arXiv:1510.08283},
year = {2021}
}