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Differentiation Theorem for Gaussian Measures on Hilbert Space
Transactions of the American Mathematical Society
Vol. 308, No. 2 (Aug., 1988), pp. 655-666
Published by: American Mathematical Society
Stable URL: http://www.jstor.org/stable/2001096
Page Count: 12
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It is shown that the differentiation theorem is valid in infinitely dimensional Hilbert space with certain Gaussian measures. The proof uses result from harmonic analysis concerning the behavior of Hardy-Littlewood maximal operator in highly dimensional space.
Transactions of the American Mathematical Society © 1988 American Mathematical Society