Defines the k-th partial derivative of a function differentiable on a Hilbert space with an orthonormal basis as the k-th coordinate of its gradient.
In the setting of Borel Probability Measures on a Real Hilbert Space with an Orthonormal Basis: Standing Notation, with the orthonormal basis of Borel Probability Measures on a Real Hilbert Space with an Orthonormal Basis: Standing Notation §space. Differentiability on and the gradient are those of that definition, applied with , which is an open subset of itself by Real Hilbert Spaces: Standing Notation and Background §topology.
(Partial derivatives along the basis) Let be differentiable on and . The -th partial derivative of is the function , .
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