Gaussian measures. Transl. from the Russian by the author. (English) Zbl 0913.60035

Bogachev, Vladimir I.

Mathematical Surveys and Monographs. 62. Providence, RI: American Mathematical Society (AMS). xii, 433 p. (1998).

This is the English translation of the original Russian edition from 1997, see the review Zbl 0883.60032.

Reviewer: P.Imkeller (Berlin)

MSC:

60G15	Gaussian processes
60-02	Research exposition (monographs, survey articles) pertaining to probability theory
60B11	Probability theory on linear topological spaces
28C20	Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
60G17	Sample path properties

Keywords:

sample continuity; Radon Gaussian measures; convexity; Sobolev classes; nonlinear transformations