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ЖУРНАЛЫ // Theory of Stochastic Processes // Архив
Theory Stoch. Process., 2011, том 17(33), выпуск 1, страницы 100–108 (Mi thsp45)
Finite absolute continuity on an abstract Wiener space

G. V. Ryabov

Institute of Mathematics of the Ukrainian Academy of Sciences, Kiev, Ukraine

Аннотация: The finite absolute continuity of probability measures on an abstract Wiener space $(X, H, \mu)$ with respect to a Gaussian measure $\mu$ is studied. The limit theorem for the tails of such measures is proved.

Ключевые слова: Finite absolute continuity, Itô–Wiener expansion, Gaussian measure, capacity, slim set, weak convergence.

MSC: Primary 60B11; Secondary 28C20, 46G12, 60G30

Язык публикации: английский



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