Sobolev spaces in infinite dimensions
The classical theory of Sobolev spaces in finite dimensions is well established. Because infinite-dimensional spaces possess inherent analytical and topological complexities, developing a theory of Sobolev spaces for functions of infinitely many variables---rather than merely extending the classical finite-dimensional theory---is far from routine and has led to long-standing open problems. In this paper, we establish such a theory and systematically determine the extent to which these classical results can be carried over to this setting. By carefully adapting the tools introduced in our recent works, we establish a series of infinite-dimensional counterparts of the classical theorems and, in the process, reveal new phenomena with no finite-dimensional analogue. The methods and concepts developed here, together with the results obtained, furnish a robust framework for further study of Sobolev spaces and related problems in infinite-dimensional analysis.