Distributions and Analytical Measures on Infinite-Dimensional Spaces

Spaces of test functions and spaces of distributions (generalized measures) on infinite-dimensional spaces are constructed, which, in the finite-dimensional case, coincide with classical spaces (mathscr{D}) and (mathscr{D}'). These distribution spaces contain generalized Feynman measures (but do not contain a generalized Lebesgue measure, which is not considered in this paper). For broad classes of infinite-dimensional differential equations in distribution spaces, the Cauchy problem has fundamental solutions. These results are much more definitive than those of A.Yu. Khrennikov’s and A.V. Uglanov’s pioneering works.