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MR1036336 (91e:60183) 60H99 (46E50 46F25 46G12 60H07 60H30)
Feyel, D.; de La Pradelle, A. Espaces de Sobolev Gaussiens. (French) [Gaussian Sobolev spaces] Ann. Inst. Fourier (Grenoble) 39 (1989), no. 4, 875–908.
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