(…)
On infinite-dimensional Banach spaces:
Hui-Hsiung Kuo: Gaussian Measures in Banach Spaces, Lecture Notes in Mathematics 463, Springer (1975) [doi:10.1007/BFb0082007]
Vladimir I. Bogachev: Gaussian Measures, Mathematical Surveys and Monographs 62, AMS (1998) [doi:10.1090/surv/062]
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