The concept of an abstract Wiener space is a mathematical construction developed by Leonard Gross to understand the structure of Gaussian measures on infinite-dimensional spaces. The construction emphasizes the fundamental role played by the Cameron–Martin space.
The concept of an abstract Wiener space is a mathematical construction developed by Leonard Gross to understand the structure of Gaussian measures on infinite-dimensional spaces. The construction emphasizes the fundamental role played by the Cameron–Martin space.
Source: Wikipedia "Abstract Wiener space" · CC BY-SA 4.0
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