Analog of heat equation for Gaussian measure of a ball in Hilbert space

DOI10.1007/BF01046096zbMATH Open0708.60002OpenAlexW2003220521MaRDI QIDQ920463FDOQ920463

Gyula Pap

Publication date: 1990

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01046096

zbMATH Keywords

heat equationcovariance operatorGateaux differentiableGaussian measure on a separable Hilbert space

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05)

Cites Work

• Gaussian measures in Banach spaces
• Gaussian Measure of Translated Balls in a Banach Space
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