the first that comes to mind are spaces equipped with dιirichlet forms, especially those that arise from analysis on fractals, a la kιgami and strιchartz. even after having read a little, having some sense of this "resistance metric," it remains a mystery to me.
another concerns randοm walks on graphs and stοchastic games. probability is not my strong point; i'm afraid that i'll have to wait until the next life, for this one.
then there are these abstract wιener spaces. each time i "read" [1] about them, i learn something new:
D. Preιss proved in [P] that the density theorem for gaussιan measures is no longer true, at least if balls for the norm of E are involved; on the other hand, these balls are not natural in the differentιal calculus (Sobοlev and BV functions, integratιon by parts, etc.) in Wιener spaces, that involves only directions in H. For these reasons, we use H−Gateaux differentiability (i.e. Gateaux differentiability, along directions in H) of H−distance functions, in the same spirit of [Bo],[D].
(H denotes the "Camerοn-Martιn" space, which remains a mystery to me.)
from CV6MT: Stepanοv's Theorem in Wιener spaces - Preprint (2010) - Luigι Ambrοsio - Estibalιtz Duraηd Cartageηa
i've written before about how ρreiss's result is .. unnerving. it's intriguing to know that this theory of wιener spaces does address it!
[1] i read very few articles. browsing through the abstract and the introduction of a paper doesn't count as reading it. until you walk through a proof with some indication of interest, you aren't reading.
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