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Cameron-Martin Theorem.


PB94215415

Publication Date 1993
Personal Author Thomas, E. G. F.
Page Count 18
Abstract In a 1983 paper we stated and proved the abstract version of the Cameron-Martin theorem for Gaussian measures on a general locally convex space, following methods introduced by Schwartz. Here we show how the classical result of Cameron and Martin may be recovered from the abstract result, and we give further examples. This is an expository paper for the Seminar for Stochastic Analysis in Groningen.
Keywords
  • Hilbert space
  • Theorems
  • Foreign technology
  • Cameron-Martin theorem
  • Reproducing kernels
  • Gaussian measures
  • Radon measure
  • Wiener measure
Source Agency
  • Netherlands Participating Organizations
NTIS Subject Category
  • 72B - Algebra, Analysis, Geometry, & Mathematical Logic
Corporate Authors Groningen Rijksuniversiteit (Netherlands). Dept. of Mathematics.
Document Type Technical Report
NTIS Issue Number 199424
Cameron-Martin Theorem.
Cameron-Martin Theorem.
PB94215415

  • Hilbert space
  • Theorems
  • Foreign technology
  • Cameron-Martin theorem
  • Reproducing kernels
  • Gaussian measures
  • Radon measure
  • Wiener measure
  • Netherlands Participating Organizations
  • 72B - Algebra, Analysis, Geometry, & Mathematical Logic
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