We explicitly construct consistent conditional distributions for a large class of Gaussian measures defined on the space of (tempered) distributions on a domain in [italic]D in [italic]I[bold]R[superscript italic]d.
We explicitly construct consistent conditional distributions for a large class of Gaussian measures defined on the space of (tempered) distributions on a domain in [italic]D in [italic]I[bold]R[superscript italic]d.