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Theory of Stochastic Processes, 2011, Volume 17(33), Issue 1, Pages 100–108 (Mi thsp45)  
Finite absolute continuity on an abstract Wiener space

G. V. Ryabov

Institute of Mathematics of the Ukrainian Academy of Sciences, Kiev, Ukraine
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Abstract: The finite absolute continuity of probability measures on an abstract Wiener space $(X, H, \mu)$ with respect to a Gaussian measure $\mu$ is studied. The limit theorem for the tails of such measures is proved.
Keywords: Finite absolute continuity, Itô–Wiener expansion, Gaussian measure, capacity, slim set, weak convergence.
Funding agency Grant number
State Fund for Fundamental Researches (Ukraine) F40.1/023
This work was partially supported by the State fund for fundamental researches of Ukraine and the Russian foundation for basic research under project F40.1/023.
Bibliographic databases:
Document Type: Article
MSC: Primary 60B11; Secondary 28C20, 46G12, 60G30
Language: English
Citation: G. V. Ryabov, “Finite absolute continuity on an abstract Wiener space”, Theory Stoch. Process., 17(33):1 (2011), 100–108
Citation in format AMSBIB
\Bibitem{Rya11}
\by G.~V.~Ryabov
\paper Finite absolute continuity on an abstract Wiener space
\jour Theory Stoch. Process.
\yr 2011
\vol 17(33)
\issue 1
\pages 100--108
\mathnet{http://mi.mathnet.ru/thsp45}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=3076881}
\zmath{https://zbmath.org/?q=an:1249.60006}
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