On the densities of probability measures in function spaces
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 21 (1966) no. 6, pp. 83-156

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     author = {I. I. Gikhman and A. V. Skorokhod},
     title = {On the densities of probability measures in function spaces},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {83--156},
     publisher = {mathdoc},
     volume = {21},
     number = {6},
     year = {1966},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_1966_21_6_a1/}
}
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I. I. Gikhman; A. V. Skorokhod. On the densities of probability measures in function spaces. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 21 (1966) no. 6, pp. 83-156. http://geodesic.mathdoc.fr/item/RM_1966_21_6_a1/