Triangular transformations of measures

DOI10.1070/SM2005v196n03ABEH000882zbMath1072.28010OpenAlexW2013945773MaRDI QIDQ5693821

Alexander V. Kolesnikov, K. V. Medvedev, Vladimir I. Bogachev

Publication date: 28 September 2005

Published in: Sbornik: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm2005v196n03abeh000882

zbMATH Keywords

Gaussian measureTalagrand inequalityCameron-Martin spacetriangular mappings

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) Probability theory on linear topological spaces (60B11)

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