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abstract Wiener space

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abstract Wiener space

separable Banach space equipped with a Hilbert subspace such that the standard cylinder set measure on the Hilbert subspace induces a Gaussian measure on the whole Banach space

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About abstract Wiener 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. The classical Wiener space is the prototypical example.

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