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Abstract Wiener space
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<p>The concept of an abstract Wiener space is a mathematical construction developed by <a href="/facts/Leonard_Gross/bITt0dIy">Leonard Gross</a> to understand the structure of <a href="/facts/Gaussian_measure/WRL0Sdx5">Gaussian measures</a> on infinite-dimensional spaces. The construction emphasizes the fundamental role played by the <a href="/facts/Cameron%E2%80%93Martin_theorem/wrygQY66">Cameron–Martin space</a>. The <a href="/facts/Classical_Wiener_space/twJErlPb">classical Wiener space</a> is the prototypical example. </p><p>The <a href="/facts/Structure_theorem_for_Gaussian_measures/yUgobU4e">structure theorem for Gaussian measures</a> states that all Gaussian measures can be represented by the abstract Wiener space construction. </p>