Construction and basic properties of Gaussian measures on Fréchet spaces

DOI10.1081/SAP-120003444zbMath1008.60011MaRDI QIDQ4542197

August Michał Zapała

Publication date: 20 October 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

Gaussian measureBrunn-Minkowski inequalityFrechét spaceadmissible shifts

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Probability theory on linear topological spaces (60B11)

Cites Work

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• Gaussian measures on Orlicz spaces and abstract Wiener spaces
• Gaussian random series on metric vector spaces
• Some results of probability measures on linear topological vector spaces with an application to Strassen's log log law
• Gaussian measures in Banach spaces
• The canonical modification of stochastic processes
• Gaussian radon measures on locally convex spaces.

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