A method for calculation of the Radon--Nikodym derivative of two Gaussian measures
Doklady Akademii Nauk, Tome 170 (1966) no. 2, pp. 242-245
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@article{DAN_1966_170_2_a1,
author = {Yu. I. Golosov},
title = {A method for calculation of the {Radon--Nikodym} derivative of two {Gaussian} measures},
journal = {Doklady Akademii Nauk},
pages = {242--245},
publisher = {mathdoc},
volume = {170},
number = {2},
year = {1966},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/DAN_1966_170_2_a1/}
}
Yu. I. Golosov. A method for calculation of the Radon--Nikodym derivative of two Gaussian measures. Doklady Akademii Nauk, Tome 170 (1966) no. 2, pp. 242-245. http://geodesic.mathdoc.fr/item/DAN_1966_170_2_a1/