Gaussian Measure on a Banach Space and Abstract Winer Measure

Abstract

In this paper, we shall show that any Gaussian measure on a separable or reflexive Banach space is an abstract Wiener measure in the sense of L. Gross [1] and, for the proof of that, establish the Radon extensibility of a Gaussian measure on such a Banach space. In addition, we shall give some remarks on the support of an abstract Wiener measure.