Optimal Recovery of Functions on the Sphere on a Sobolev Spaces with a Gaussian Measure in the Average Case Setting

2015 ◽  
Vol 31 (2) ◽  
pp. 154-166 ◽  
Author(s):  
Z. X. Huang and H. P. Wang
Author(s):  
S. Ferrari

Let [Formula: see text] be a separable Banach space endowed with a nondegenerate centered Gaussian measure [Formula: see text] and let [Formula: see text] be a positive function on [Formula: see text] such that [Formula: see text] and [Formula: see text] for some [Formula: see text] and [Formula: see text]. In this paper, we introduce and study Sobolev spaces with respect to the weighted Gaussian measure [Formula: see text]. We obtain results regarding the divergence operator (i.e. the adjoint in [Formula: see text] of the gradient operator along the Cameron–Martin space) and the trace of Sobolev functions on hypersurfaces [Formula: see text], where [Formula: see text] is a suitable version of a Sobolev function.


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