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Yemon Choi
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'Nonclassical' abstract Wiener space

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

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.