Factorization of smooth measures

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Measures (Gaussian, cylindrical, etc.) on manifolds of maps (58D20) Probability theory on linear topological spaces (60B11)

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This paper gives some results on a decomposition of a differentiable (real-valued) measure \(\mu\) on a Banach space \(Z\) into a product of such measures on the mutually complementary subspaces \(X\) and \(Y\) of \(Z\). One of them is the following: let \(Y\) be one-dimensional with \(\ell\) the Lebesgue measure on it. Then \(\mu\) is differentiable in the direction of \(h\in Y\) if and only if there exist a measure \(\nu\) on \(X\) and a Borel function \(\varphi: Z\to\mathbb{R}\) such that 1) for each fixed \(x\in X\), the function \(y\mapsto\varphi(x,y)\) is absolutely continuous, 2) \(D_ h\varphi\) is \(\nu\times\ell\)-integrable, and 3) \(\mu=\varphi(\nu\times\ell)\). Here, for a \(\nu\times\ell\)-integrable function \(f: Z\to\mathbb{R}\), \(f(\nu\times\ell)\) is the measure on \(Z\) defined through \((f(\nu\times\ell))(A)=\int_ A fd(\nu\times\ell)\) for every Borel subset \(A\) of \(Z\).

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