Analog of heat equation for gaussian measure of a ball in Hilberrt space
Tóm tắt
If μ
a,T
is a Gaussian measure on a Hilbert space with meana and covariance operatorT, andr is a fixed positive number, then the functiong(a,T)=μ
a,T
{‖x‖
Tài liệu tham khảo
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