Representation of Conditional Expectations in Gaussian Analysis on Sequence Spaces
arXiv:1106.0906
Abstract
From a given nuclear triplet we construct a nuclear triplet of sequence spaces and introduce a correlated Gaussian measure via the Bochner-Minlos theorem. Considering special types of correlation operators on such sequence spaces, certain conditional expectations can be given in an explicit way.
43 pages, Diploma Thesis, minor corrections