Volume no :2, Issue no: 1, February 2009

CHANGE OF VARIABLE FORMULA FOR "LEBESGUE MEASURES" ON

Author's: Gogi Pantsulaia
Pages: [1] - [12]
Received Date: Aug 29, 2008; Revised Sep 15, 2008
Submitted by:

Abstract

We prove change of variable formula for wide class of “Lebesgue measures” on and extend a certain result obtained in [1].

Keywords

infinite-dimensional Lebesgue measure, change of variable formula.