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On Abstract Wiener Measure*

Published online by Cambridge University Press:  22 January 2016

Balram S. Rajput*
Affiliation:
Departments of Mathematics and Statistics, University of North Carolina, Chapel Hill, N.C. 27514
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In a recent paper, Sato [6] has shown that for every Gaussian measure n on a real separable or reflexive Banach space (X, ‖ • ‖) there exists a separable closed sub-space X〵 of X such that and is the σ-extension of the canonical Gaussian cylinder measure of a real separable Hilbert space such that the norm is contiunous on and is dense in The main purpose of this note is to prove that ‖ • ‖ x〵 is measurable (and not merely continuous) on .

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Type
Research Article
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Copyright © Editorial Board of Nagoya Mathematical Journal 1972