{A direct construction of the Wiener measure on $\text{C}[0,\infty )$

R. P. Pakshirajan, M. Sreehari

Our construction of the Wiener measure on $\text{C}=\text{C}[0,\infty )$ consists in first defining a set function $\phi$\ on the class of all compact sets based on certain $n$-di…