ANALOGUE OF WIENER INTEGRAL IN THE SPACE OF SEQUENCES OF REAL NUMBERS

Let T > 0 be given. Let $(C[0,T],m_{\varphi})$ be the analogue of Wiener measure space, associated with the Borel proba-bility measure ${\varphi}$ on ${\mathbb{R}}$, let $(L_{2}[0,T],\tilde{\omega})$ be the centered Gaussian measure space with the correlation operator $(-\frac{d^{2}}{dx^{2}})^{-1}$ and ${\el}_2,\;\tilde{m}$ be the abstract Wiener measure space. Let U be the space of all sequence $<c_{n}>$ in ${\el}_{2}$ such that the limit $lim_{{m}{\rightarrow}\infty}\;\frac{1}{m+1}\;\sum{^{m}}{_{n=0}}\;\sum_{k=0}^{n}\;c_{k}\;cos\;\frac{k{\pi}t}{T}$ converges uniformly on [0,T] and give a set function m such that for any Borel subset G of $\el_2$, $m(\mathcal{U}\cap\;P_{0}^{-1}\;o\;P_{0}(G))\;=\tilde{m}(P_{0}^{-1}\;o\;P_{0}(G))$. The goal of this note is to study the relationship among the measures $m_{\varphi},\;\tilde{\omega},\;\tilde{m}$ and $m$.