Gaussian Measures on Banach Spaces
Published in Unpublished, 2022
The aim of the project was to read, understand, and eventually construct Weiner measures on any separable Banach space and then connect them to the realm of partial differential equations and their solutions. I summarized my findings in a report, which can be found below.
The reference used was ‘Probability Theory - an Analytic Perspective’ by the illustrious Daniel W. Stroock.