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On Abstract Wiener Measure*
Published online by Cambridge University Press: 22 January 2016
Extract
In a recent paper, Sato [6] has shown that for every Gaussian measure n on a real separable or reflexive Banach space (X, ‖ • ‖) there exists a separable closed sub-space X〵 of X such that and is the σ-extension of the canonical Gaussian cylinder measure of a real separable Hilbert space such that the norm is contiunous on and is dense in The main purpose of this note is to prove that ‖ • ‖ x〵 is measurable (and not merely continuous) on .
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1972
Footnotes
This research was partially supported by the NSF under Grant GU-2059.
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