Published online by Cambridge University Press: 22 January 2016
In a recent paper, Sato [6] has shown that for every Gaussian measure n on a real separable or reflexive Banach space (X, ‖ • ‖) there exists a separable closed sub-space X〵 of X such that and
is the σ-extension of the canonical Gaussian cylinder measure
of a real separable Hilbert space
such that the norm
is contiunous on
and
is dense in
The main purpose of this note is to prove that ‖ • ‖ x〵 is measurable (and not merely continuous) on
.
This research was partially supported by the NSF under Grant GU-2059.