Topics of Measure Theory on Infinite Dimensional Spaces

José Velhinho
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José Velhinho: Faculdade de Ciências, Universidade da Beira Interior, Rua Marquês d’Ávila e Bolama, 6201-001 Covilhã, Portugal

Mathematics, 2017, vol. 5, issue 3, 1-25

Abstract: This short review is devoted to measures on infinite dimensional spaces. We start by discussing product measures and projective techniques. Special attention is paid to measures on linear spaces, and in particular to Gaussian measures. Transformation properties of measures are considered, as well as fundamental results concerning the support of the measure.

Keywords: measure; infinite dimensional space; nuclear space; projective limit (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2017
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