1. Adams, R.A., Fournier, J.J.F.: Sobolev Spaces. In: Pure and Applied Mathematics (Amsterdam), vol. 140, 2nd edn. Elsevier/Academic Press, Amsterdam (2003)
2. Amann, H.: Compact embeddings of vector-valued Sobolev and Besov spaces. Glas. Mat. Ser. III 35(55)(1), 161–177 (2000). Dedicated to the memory of Branko Najman
3. Baxendale, P.: Gaussian measures on function spaces. Am. J. Math. 98(4), 891–952 (1976)
4. Bell, D.R.: The Malliavin calculus. In: Pitman Monographs and Surveys in Pure and Applied Mathematics, vol. 34. Longman Scientific & Technical, Harlow (1987)
5. Bichteler, K., Gravereaux, J.-B., Jacod, J.: Malliavin calculus for processes with jumps. In: Stochastics Monographs, vol. 2. Gordon and Breach Science Publishers, New York (1987)