Characteristic functional of a probability measure absolutely continuous with respect to a Gaussian Radon measure

DOI10.1016/0022-1236(85)90035-7zbMath0617.28016OpenAlexW2017946325MaRDI QIDQ1821896

Hiroshi Sato

Publication date: 1985

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-1236(85)90035-7

zbMATH Keywords

Radon measureabsolute continuityGaussian measurecharacteristic functionalFourier-Wiener transformationWiener random process

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

Related Items (2)

On the absolute continuity of infinite product measure and its convolution ⋮ Gaussian measures on linear spaces

Cites Work

• Gaussian radon measures on locally convex spaces.
• Measurable Functions on Hilbert Space
• Fourier Transforms. (AM-19)
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