An uncountable family of regular Borel measures on certain path spaces of Lipschitz functions

Mathematics – Functional Analysis

Scientific paper

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36 pages

Scientific paper

We present a general method of constructing an uncountable family of regular
Borel measures on certain path spaces of Lipschitz functions having fixed
Lipschitz constants. We use this method to give a definition of Lebesgue
measure and uniform probability measre on these spaces.

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