Quasi-invariant measures and their characterization by conditional probabilities (Q5956293)

In this paper, the author gives certain formal expressions of the laws of the Gaussian process and the gamma process on infinite dimensional spaces, based on their quasi-invariant properties. In Section 2, quasi-invariance of the Gaussian process is discussed and the Cameron-Martin theorem is generalized. Section 3 is devoted to the study of the law \(P_\nu\) of the gamma process and the law \(\pi_\nu\) of its normalized process. The main result of this section is the identification of the formal Hamiltonians for \(P_\nu\) and \(\pi_\nu\) in the sense just similar to the Gaussian case.