Gaussian Measures, Cylinder Measures, and Fields on B

Houman Owhadi, Clint Scovel · Cambridge University Press eBooks · 2019

This chapter extends the presentation of Gaussian measures, cylinder measures, and fields from Sobolev spaces to Banach spaces with quadratic energy norm. The relationship between weak distributions and cylinder measures is elucidated as is the relationship between Gaussian cylinder measures and Gaussian fields.

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