Short Communications

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

A. V. Skorokhod

Kiev

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, 14:1, 115–123

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