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Gaussian Measure on a Banach Space and Abstract Winer Measure

Published online by Cambridge University Press:  22 January 2016

Hiroshi Sato
Hiroshi Sato*
Affiliation:
Tokyo Metropolitan University
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In this paper, we shall show that any Gaussian measure on a separable or reflexive Banach space is an abstract Wiener measure in the sense of L. Gross [1] and, for the proof of that, establish the Radon extensibility of a Gaussian measure on such a Banach space. In addition, we shall give some remarks on the support of an abstract Wiener measure.

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 36 , November 1969 , pp. 65 - 81
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1969

References

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