Abstract
Given an $\mathbb{R}$-valued, Borel measurable function $F$ on an abstract Wiener space $(E, H, \mu)$, we show that $F$ is uniformly Lipschitz continuous in the directions of $H$ if and only if it has one derivative in the sense of Malliavin and that derivative is an element of $L^\infty(\mu; H)$.
Citation
O. Enchev. D. W. Stroock. "Rademacher's Theorem for Wiener Functionals." Ann. Probab. 21 (1) 25 - 33, January, 1993. https://doi.org/10.1214/aop/1176989392
Information