I am writing an essay about Norbert Wiener and I already have sufficient info about him in general and his history, but now I would like to know how he constructed the Wiener measure. I found some constructions of the Wiener process and the Wiener measure, but I cannot establish which one was his original idea. Does anyone know any source where I can find that construction?
2026-02-23 10:04:41.1771841081
Wiener's construction of the Wiener Measure
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