1981The Annals of ProbabilityOpen access

Bochner's Theorem on Measurable Linear Functionals of a Gaussian Measure

Yoshiaki Okazaki

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Abstract

Bochner's theorem formulated by Xia Dao-Xing is established for an abstract Wiener space. Let $(\iota, H, E)$ be an abstract Wiener space. Then for every continuous cylinder set measure $\nu$ on $E'$, the image $\iota'(\nu)$ is a Radon measure on $H'$.

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Bochner's theorem formulated by Xia Dao-Xing is established for an abstract Wiener space. Let $(\iota, H, E)$ be an abstract Wiener space. Then for every continuous cylinder set measure $\nu$ on $E'$, the image $\iota'(\nu)$ is a Radon measure on $H'$.

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Available abstract

Bochner's theorem formulated by Xia Dao-Xing is established for an abstract Wiener space. Let $(\iota, H, E)$ be an abstract Wiener space. Then for every continuous cylinder set measure $\nu$ on $E'$, the image $\iota'(\nu)$ is a Radon measure on $H'$.

Key concepts: Mathematics, Classical Wiener space, Measure (data warehouse), Gaussian measure, Integral representation theorem for classical Wiener space, Radon measure, Bochner space, Mathematical analysis

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