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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 1, Pages 122–127 (Mi tvp1122)  
Short Communications

On an inversion formula for the Fourier; transformation in a Hilbert space

A. V. Skorokhod

Kiev
Full-text PDF (381 kB)
Abstract: In the paper a formula is obtained which expresses the density of a probability measure in a Hilbert space with respect to a Gaussian measure in terms of an integral of its Sharasteristic functional.
Received: 06.12.1967
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 1, Pages 115–123
DOI: https://doi.org/10.1137/1114011
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Skorokhod, “On an inversion formula for the Fourier; transformation in a Hilbert space”, Teor. Veroyatnost. i Primenen., 14:1 (1969), 122–127; Theory Probab. Appl., 14:1 (1969), 115–123
Citation in format AMSBIB
\Bibitem{Sko69}
\by A.~V.~Skorokhod
\paper On an inversion formula for the Fourier; transformation in a~Hilbert space
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 1
\pages 122--127
\mathnet{http://mi.mathnet.ru/tvp1122}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=245067}
\zmath{https://zbmath.org/?q=an:0199.52902|0281.60012}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 1
\pages 115--123
\crossref{https://doi.org/10.1137/1114011}
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