Integration over an infinite-dimensional Banach space and probabilistic applications (Q1637834)
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scientific article; zbMATH DE number 6883050
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| English | Integration over an infinite-dimensional Banach space and probabilistic applications |
scientific article; zbMATH DE number 6883050 |
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Integration over an infinite-dimensional Banach space and probabilistic applications (English)
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11 June 2018
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Summary: We study, for some subsets \(I\) of \(\mathbf N^*\), the Banach space \(E\) of bounded real sequences \(\{x_n\}_{n\in I}\). For any integer \(k\), we introduce a measure over \((E,\mathcal B(E))\) that generalizes the \(k\)-dimensional Lebesgue measure; consequently, also a theory of integration is defined. The main result of our paper is a change of variables' formula for the integration.
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generalization of Lebesgue measure
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infinite-dimensional Banach space
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infinite-dimensional probability space
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0.9076575636863708
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0.8723348379135132
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0.7992286086082458
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0.7863404154777527
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