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JOURNALS // Theory of Stochastic Processes // Archive
Theory Stoch. Process., 2011 Volume 17(33), Issue 1, Pages 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

Abstract: 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.

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

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

Language: English



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