2. Gaussian spaces
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2.1.1 Definition
First, let's recall the definitions of Gaussian variable and vector, which can be found in greater detail in the article
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Gaussian spaces
References
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(1) - DURETT (R.) -
Brownian motion and martingale analysis
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. Wadsworth Advanced Books and Software (1984).
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(2) - DURETT (R.) -
Stochastics calculus.
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Probability and Stochastic Series, CRC Press (1996).
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(3)...
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