Let D be a closed subset of a real separable Hilbert space H. Let;M(D) deno
te the set of all Borel probability measures on D and L(D) thr set of all p
robabilities with integrable Laplace transform. A metric d, based on the La
place transform, is defined on L(D). Topological properties, viz., separabi
lity, connectedness, completeness, compactness and local compactness. of (L
(D), ci) are investigated, and the d-topology is compared with the topology
of weak convergence.