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Nonlinear transformations of convex measures. (English. Russian original) Zbl 1091.28009
Theory Probab. Appl. 50, No. 1, 34-52 (2006); translation from Teor. Veroyatn. Primen. 50, No. 1, 27-51 (2005).

MSC:
28C20 Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
46G12 Measures and integration on abstract linear spaces
60B11 Probability theory on linear topological spaces
46N30 Applications of functional analysis in probability theory and statistics
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