On an inversion formula for the Fourier; transformation in a~Hilbert space
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 122-127
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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.
@article{TVP_1969_14_1_a10,
author = {A. V. Skorokhod},
title = {On an inversion formula for the {Fourier;} transformation in {a~Hilbert} space},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {122--127},
publisher = {mathdoc},
volume = {14},
number = {1},
year = {1969},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a10/}
}
A. V. Skorokhod. On an inversion formula for the Fourier; transformation in a~Hilbert space. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 122-127. http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a10/