Seminar on Stochastic Processes, 1990 pp 15-25 | Cite as
Transformations of Measure on an Infinite Dimensional Vector Space
Chapter
Abstract
Let E denote a Banach space equipped with a finite Borel measure v. For any measurable transformation T: E → E, let v T denote the measure defined by v T(B) = v(T−1(B)) for Borel sets B. A transformation theorem for v is a result which gives conditions on T under which v T is absolutely continuous with respect to v, and which gives a formula for the corresponding Radon-Nikodym derivative (RND) when these conditions hold.
Keywords
Banach Space Gaussian Measure Fredholm Determinant Extended Domain Wiener Measure
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Copyright information
© Springer Science+Business Media New York 1991