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Kolmogorov which is closely related to the developments of the theory of stochastic processes. It was Wiener who constructed for the first time in a probability measure on the space of all continuous functions i. Then some important properties of Wiener integrals, especially the quasi-invariance of Gaussian measures, were discovered by R.
Cameron and W.
Martin[l, 2, 3]. In , Kolmogorov[l] deduced a second partial differential equation for transition probabilities of Markov processes order with continuous trajectories i. The stochastic analysis created by K.
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