Nonlinear Transformations of Convex Measures

DOI10.1137/S0040585X97981457zbMath1091.28009MaRDI QIDQ5472358

Vladimir I. Bogachev, Alexander V. Kolesnikov

Publication date: 9 June 2006

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

absolute continuityGaussian measureproduct-measureconvex measuretriangular mappingCameron--Martin space

Mathematics Subject Classification ID

Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Applications of functional analysis in probability theory and statistics (46N30) Probability theory on linear topological spaces (60B11)

Related Items (1)

On continuity equations in infinite dimensions with non-Gaussian reference measure

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