Skip to main content

'Nonclassical' abstract Wiener space

Is it possible to construct an abstract Wiener space $(W,H,\mu)$ such that for some bounded $\Omega \subset \mathbb{R}^d$ we have that $C^{0,\frac{1}{2}}(\Omega)\subset H$ and that $W$ is a normed function space so that the convergence in norm implies convergence in (Lebesgue) measure?

I know there exist Wiener spaces $(C[0,1],H^\alpha[0,1],\mu)$ with a fractional Sobolev space $H^\alpha$ with index $\alpha>1/2$, and the space $(H^{-\frac{d+1}{2}}(\Omega),L_2(\Omega),\mu)$. Is there anything in between? I would be very grateful for help.