Wiener Measure measure on functions? – mathoverflow.net

Wiener Measure measure on functions? – mathoverflow.net

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I know that the Wiener measure for the Brownian motion $\{B_t\}_{t\ge 0}$ on the probability space $(\Omega, \mathscr{F},P)$ can be defined as $\mu=P\circ B^{-1}$ acting on the sigma-algebra generated ...

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