Generalized differentiable product measures
Matematičeskie zametki, Tome 63 (1998) no. 1, pp. 37-55

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A class of measures on $\mathbb R^\infty$ determined by sequences of functions of finitely many variables is considered. An existence theorem for such measures is proved, and their properties are examined. Examples are presented.
@article{MZM_1998_63_1_a4,
     author = {A. I. Kirillov},
     title = {Generalized differentiable product measures},
     journal = {Matemati\v{c}eskie zametki},
     pages = {37--55},
     publisher = {mathdoc},
     volume = {63},
     number = {1},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1998_63_1_a4/}
}
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A. I. Kirillov. Generalized differentiable product measures. Matematičeskie zametki, Tome 63 (1998) no. 1, pp. 37-55. http://geodesic.mathdoc.fr/item/MZM_1998_63_1_a4/