0
votes
0answers
83 views

How Wiener Measure on $F(C([0,T]))$ is a Gaussian Measure

I'm looking for some simple proofs for the fact that on $(C[0,T],F(C([0,T])),P_{*})$ where $F$ represents Borel Sigma algebra , $P_{*}$ the Wiener Measure , then how to proove that $P_{*}$ measure is ...
3
votes
1answer
91 views

Convolution square root of a Frostman measure

A probability measure $\mu$ on $\mathbb{R}^d$ is said to be a Frostman measure if $$\mu(B)\lesssim r(B)^\alpha \ \ \ \ (1)$$ for all open ball $B$, where $r(B)$ denotes the radius and $\alpha>0$. ...