We study the class of finite additive shift invariant measures on the real separable Hilbert space E. For any choice of such a measure we consider the Hilbert space H of complex-valued functions which are square-integrable with respect to this measure. Some analogs of Sobolev spaces of functions on the space E are introduced. The analogue of Gauss theorem is obtained for the simplest domains such as the rectangle in the space E. The correctness of the problem for Poisson equation in the rectangle with homogeneous Dirichlet condition is obtained and the variational approach of the solving of this problem is constructed
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