Abstract
Let (W, H, µ) be a finite dimensional Wiener space and let A, B be two measurable, convex, symmetric subsets of W such that for \(A \subset {{T}^{{ - 1}}}\left( A \right)\) any contraction T. Then one has \(\mu \left( {A \cap B} \right)\mu \left( A \right)\mu \left( B \right)\).
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Üstünel, A.S. (2003). Gaussian Measure of the Intersection of Two Absolutely Convex Sets. In: Çapar, U., Üstünel, A.S. (eds) Stochastic Analysis and Related Topics VIII. Progress in Probability, vol 53. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8020-6_10
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DOI: https://doi.org/10.1007/978-3-0348-8020-6_10
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