Аннотация:
We prove that if a family of Gaussian measures $\mu_\alpha$ on the product of two Souslin locally convex spaces $X$ and $Y$ depends measurably on a parameter $\alpha$, then it is possible to find conditional measures $\mu_\alpha^y$ on $X$ jointly measurable in $y$ and $\alpha$.
Ключевые слова:Gaussian measure, conditional measure, measurable dependence on a parameter.