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학술저널

THE GENERALIZED FERNIQUE S THEOREM FOR ANALOGUE OF WIENER MEASURE SPACE

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In 1970, Fernique proved that there is a positive real number ?? such that R B expf??kxk2gdP(x) is ¯nite where (B; P) is an abstract Wiener measure space and k ¢ k is a measurable norm on (B; P) in [2, 3]. In this article, we investigate the existence of the integral R C expf??(supt jx(t)j)pgdm (x) where (C;m ) is the analogue of Wiener measure space and p and ?? are both positive real numbers.

1. Preliminaries

2. Main Theorem

References

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