Some new results on differentiable measures (Q1814640)

Let \(\mu\) be a real-valued measure on the \(\sigma\)-algebra \(\Sigma\) generated by the cylinder sets in a locally convex space \(X\) and \(\| \mu\|\) its variation. \(\mu\) is called \(h\)-continuous (\(h\)- differentiable resp.) \((h\in X)\) if \[ \lim_{t\to 0}\| \mu_{th}- \mu\| =0 \qquad (\forall A\in\Sigma\;\exists {d\over dt} \mu_{th}(A)\mid_{t=0}=:d_ h\mu(A)\text{ resp.}) \] where \(\mu_ x(A):=\mu(A+x)\). For functions \(f\in L_ 1(\mu)\), conditions are obtained under which the measures \(d(f\cdot\mu):=fd\mu\) are \(h\)- continuous (\(h\)-differentiable) and the formula of integration by parts \(d_ h(f\cdot\mu)=d_ hf\cdot\mu+f\cdot d_ h\mu\) holds.