Gaussian measures on linear spaces
The article under review is an impressive survey of the modern theory of Gaussian measures on locally convex spaces with a particular attention to Radon-Gaussian measures. Many classical results of the linear theory are presented with detailed proofs. In particular, the author discusses measurable linear functionals and operators, zero-one laws, equivalence/singularity, etc. One of the chapters is devoted to nonlinear problems. Gaussian-Sobolev classes, elements of the Malliavin Calculus, nonlinear transformations, and Gaussian capacities are discussed also (however, mostly without proofs). The survey contains an extensive bibliography (about 600 items). A more detailed exposition of the same subject is given in the author's recent book ``Gaussian measures'', Moscow: Nauka, Fizmatlit (1997).
scientific article; zbMATH DE number 914126
scientific article