Gaussian measures on linear spaces
type: Item
instance of: scholarly article
title: Gaussian measures on linear spaces
zbMATH Open document ID: 0881.28009
DOI: 10.1007/BF02362918
published in: Journal of Mathematical Sciences (New York)
publication date: 1998-02-17T00:00:00Z
review text: 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).
Mathematics Subject Classification ID: 28C20
Mathematics Subject Classification ID: 46G12
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60B11
zbMATH DE Number: 914126
zbMATH Keywords: Radon measures
zbMATH Keywords: Gaussian measures
zbMATH Keywords: locally convex spaces
zbMATH Keywords: Malliavin Calculus
author: Vladimir I. Bogachev
MaRDI profile type: Publication
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Gaussian measures on linear spaces (full work available at URL)
full work available at URL: https://doi.org/10.1007/bf02362918

Gaussian measures on linear spaces (OpenAlex ID)
OpenAlex ID: W2019780789