Abstract
Let E denote a Banach space equipped with a finite Borel measure v. For any measurable transformation T: E → E, let v T denote the measure defined by v T(B) = v(T−1(B)) for Borel sets B. A transformation theorem for v is a result which gives conditions on T under which v T is absolutely continuous with respect to v, and which gives a formula for the corresponding Radon-Nikodym derivative (RND) when these conditions hold.
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© 1991 Springer Science+Business Media New York
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Bell, D. (1991). Transformations of Measure on an Infinite Dimensional Vector Space. In: Çinlar, E., Fitzsimmons, P.J., Williams, R.J. (eds) Seminar on Stochastic Processes, 1990. Progress in Probability, vol 24. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4684-0562-0_3
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DOI: https://doi.org/10.1007/978-1-4684-0562-0_3
Publisher Name: Birkhäuser, Boston, MA
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Online ISBN: 978-1-4684-0562-0
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