Geodesic
The Gross–Sazonov theorem for sign-variable cylindrical measures
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (1983), pp. 4-12
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A topological condition is found whose fulfilment is sufficient for $\sigma$-additivity of bounded signed cylindrical measures. The topology $\tau_{\mathrm{C}\Gamma}$ used in this condition is in general strictly stronger than Sazonov's topology; however, $\tau_{\mathrm{C}\Gamma}$-continuity of the Fourier transformation of a cylindrical measure entails its $\tau_{\mathrm{C}}$-continujty. 
@article{VMUMM_1983_4_a1,
     author = {O. G. Smolyanov},
     title = {The {Gross{\textendash}Sazonov} theorem for sign-variable cylindrical measures},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {4--12},
     year = {1983},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_1983_4_a1/}
}
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O. G. Smolyanov. The Gross–Sazonov theorem for sign-variable cylindrical measures. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (1983), pp. 4-12. http://geodesic.mathdoc.fr/item/VMUMM_1983_4_a1/