Enchev, O.; Stroock, D. W. Rademacher’s theorem for Wiener functionals. (English) Zbl 0773.60042 Ann. Probab. 21, No. 1, 25-33 (1993). One considers a functional defined on an abstract Wiener space; the equivalence between a Lipschitz continuity property in the directions of the Hilbert space and the existence of a bounded Malliavin derivative is proved. The proof is followed by a discussion about further problems and an application to a uniqueness result in random maximization problems. Reviewer: J.Picard (Aubière) Cited in 1 ReviewCited in 22 Documents MSC: 60H07 Stochastic calculus of variations and the Malliavin calculus 26B05 Continuity and differentiation questions Keywords:Malliavin calculus; abstract Wiener space; Malliavin derivative; random maximization problems PDFBibTeX XMLCite \textit{O. Enchev} and \textit{D. W. Stroock}, Ann. Probab. 21, No. 1, 25--33 (1993; Zbl 0773.60042) Full Text: DOI