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  and
 and  is the σ-extension of the canonical Gaussian cylinder measure
 is the σ-extension of the canonical Gaussian cylinder measure  of a real separable Hilbert space
 of a real separable Hilbert space  such that the norm
 such that the norm  is contiunous on
 is contiunous on  The main purpose of this note is to prove that
 The main purpose of this note is to prove that 