Measure and integration Measures on topological spaces Concept
Abstract Wiener space
Summary
An abstract Wiener space is a Hilbert space sitting densely inside a larger Banach space. The standard Gaussian cylinder set measure of the Hilbert space must become a true Gaussian measure on the Banach space. The notion was introduced by Leonard Gross. It is the general frame for Wiener measure, Malliavin calculus and Gaussian free fields.
Further reading
About this page
| Tag | CPA34DVD8J |
|---|---|
| URI | m2://CPA34DVD8J |
| Kind | concept |
| Writing | W0 stub |
| MSC | 28C20, 60B11, 46G12 |
| Same as | |
| Changed | 2 November 2026 |
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