ANALOGUE OF WIENER INTEGRAL IN THE SPACE OF SEQUENCES OF REAL NUMBERS
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Let T > 0 be given. Let (C[0, T ], mϕ) be the analogue of Wiener measure space, associated with the Borel probability measure ϕ on R, let (L2[0, T ], (cid:101)ω) be the centered Gaussian measure space with the correlation operator (− d2 dx2 )−1 and ((cid:96)2, (cid:101)m) be the abstract Wiener measure space.
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