The most interesting measure on a function space is Wiener measure. It was introduced by Nobert Wiener by using Brownian motion. Brownian motion was observed first by Robert Brown in 1827. In 1905, a theoretical and quantitative approach to Brownian m...
The most interesting measure on a function space is Wiener measure. It was introduced by Nobert Wiener by using Brownian motion. Brownian motion was observed first by Robert Brown in 1827. In 1905, a theoretical and quantitative approach to Brownian motion was given for the first time by Albert Einstein.
In this paper we introduce the concepts of Riemann integral and Lebesgue integral and then construct Wiener measure space. We examine the relations between Letesgue measure and Wiener measure. Finally the scale-invariant measurability in Wiener Space which was introduced recently by G.W. Johnson and D.L. Skoug will be discussed