On some properties of polynomials measurable with respect to a Gaussian measure (Q483649)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On some properties of polynomials measurable with respect to a Gaussian measure |
scientific article |
Statements
On some properties of polynomials measurable with respect to a Gaussian measure (English)
0 references
17 December 2014
0 references
From the paper: It is known (see \textit{V. I. Bogachev} [Gaussian measures. Transl. from the Russian by the author. Providence, RI: American Mathematical Society (1998; Zbl 0913.60035)]) that, for every measurable polynomial \(f\) with respect to a Gaussian measure \(\gamma\), there exists a version \(f_*\) with the following property: for almost each \(x\), the function \(f_*(x+h)\) is a continuous polynomial in \(h\) on the Cameron-Martin space of the measure \(\gamma\). In the paper under review, it is shown that there exists a version \(f_*\) with this property which is a homogeneous algebraic polynomial, moreover, for a homogeneous polynomial, any version that is in algebraic and homogeneous is suitable. At the same time, in the nonhomogeneous case, not every such version is suitable, which will be seen in the examples given.
0 references
measurable polynomial
0 references
algebraic polynomial: homogeneous polynomial
0 references
Gaussian measure
0 references
Cameron-Martin space
0 references