Let (B be the cr-field of Borel sets of C. Let (0, Ct, P ) be some probability space and W be the Wiener measure on (C, <£) with the corresponding Wiener process { W t ( o ) ) : 0 S t ^ l } , coGO; that is Wt has values in C and is specified by E(Wt)=0 and E(W.Wt)=s ifs^t. Let W° be the Gaussian measure on (C, (B) constructed by setting WÏ = Wt—tWi. Then W°tEC, E ( W ? ) = 0 and E(W^TF?) 5 ( 1 ...