On some properties of polynomials measurable with respect to a Gaussian measure (Q483649)

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On some properties of polynomials measurable with respect to a Gaussian measure
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    On some properties of polynomials measurable with respect to a Gaussian measure (English)
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    17 December 2014
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    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.
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    measurable polynomial
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    algebraic polynomial: homogeneous polynomial
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    Gaussian measure
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    Cameron-Martin space
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