wrap the path as in the old back-end on Windows.

theano/gpuarray/dnn.py

@@ -109,10 +109,16 @@ if ((err = cudnnCreate(&_handle)) != CUDNN_STATUS_SUCCESS) {
 """
 
     params = ["-l", "cudnn", "-I" + os.path.dirname(__file__)]
+    path_wrapper = "\"" if os.name =='nt' else ""
+    params = ["-l", "cudnn"]
+    params.extend(['-I%s%s%s' % (path_wrapper, os.path.dirname(__file__), path_wrapper)])
     if config.dnn.include_path:
-        params.append("-I" + config.dnn.include_path)
+        params.extend(['-I%s%s%s' % (path_wrapper, config.dnn.include_path, path_wrapper)])
     if config.dnn.library_path:
-        params.append("-L" + config.dnn.library_path)
+        params.extend(['-L%s%s%s' % (path_wrapper, config.dnn.library_path, path_wrapper)])
+    if config.nvcc.compiler_bindir:
+        params.extend(['--compiler-bindir',
+                       '%s%s%s' % (path_wrapper, config.nvcc.compiler_bindir, path_wrapper)])
     # Do not run here the test program. It would run on the
     # default gpu, not the one selected by the user. If mixed
     # GPU are installed or if the GPUs are configured in