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Wiener Space

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

The construction and the characterization of probability measures on infinite dimensional spaces is a hard task. Gaussian random variables and vectors have multiple properties which permit to construct Gaussian measures on Banach spaces. This procedure yields the notion of Abstract Wiener Space of Gelfand Triplet.

Original languageEnglish
Title of host publicationBocconi and Springer Series
PublisherSpringer-Verlag Italia s.r.l.
Pages1-24
Number of pages24
DOIs
Publication statusPublished - 1 Jan 2022

Publication series

NameBocconi and Springer Series
Volume10
ISSN (Print)2039-1471
ISSN (Electronic)2039-148X

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