Abstract
We propose a modification of Prohorov’s theorem on projective limits of Radon measures which can be directly applied to the construction of Wiener measure on the space of continuous functions, and we give such a construction.
A Philippe Clément, avec salutations amicales.
First presented in Séminaire Clément, Delft, 1997/98.
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© 2006 Birkhäuser Verlag Basel/Switzerland
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Thomas, E.G.F. (2006). On Prohorov’s Criterion for Projective Limits. In: Koelink, E., van Neerven, J., de Pagter, B., Sweers, G., Luger, A., Woracek, H. (eds) Partial Differential Equations and Functional Analysis. Operator Theory: Advances and Applications, vol 168. Birkhäuser Basel. https://doi.org/10.1007/3-7643-7601-5_15
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DOI: https://doi.org/10.1007/3-7643-7601-5_15
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