Two classical examples of Gross’ abstract Wiener measure
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- by Henry C. Finlayson
- Proc. Amer. Math. Soc. 53 (1975), 337-340
- DOI: https://doi.org/10.1090/S0002-9939-1975-0385060-4
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Abstract:
Classical Wiener measure on a space of functions of two variables and Wiener measure on the space of sample paths of two dimensional Brownian motion are shown to be special cases of Gross’ abstract Wiener measure.References
- William Feller, An Introduction to Probability Theory and Its Applications. Vol. I, John Wiley & Sons, Inc., New York, N.Y., 1950. MR 0038583
- H. C. Finlayson, Measurability of norm proved by Haar functions, Proc. Amer. Math. Soc. 53 (1975), no. 2, 334–336. MR 385059, DOI 10.1090/S0002-9939-1975-0385059-8
- Leonard Gross, Measurable functions on Hilbert space, Trans. Amer. Math. Soc. 105 (1962), 372–390. MR 147606, DOI 10.1090/S0002-9947-1962-0147606-6
- Leonard Gross, Abstract Wiener measure and infinite dimensional potential theory, Lectures in Modern Analysis and Applications, II, Lecture Notes in Mathematics, Vol. 140, Springer, Berlin, 1970, pp. 84–116. MR 0265548
- J. Yeh, Wiener measure in a space of functions of two variables, Trans. Amer. Math. Soc. 95 (1960), 433–450. MR 125433, DOI 10.1090/S0002-9947-1960-0125433-1
Bibliographic Information
- © Copyright 1975 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 53 (1975), 337-340
- MSC: Primary 28A40
- DOI: https://doi.org/10.1090/S0002-9939-1975-0385060-4
- MathSciNet review: 0385060