Finite absolute continuity on an abstract Wiener space
Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 100-108
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The finite absolute continuity of probability measures on an abstract Wiener space $(X, H, \mu)$ with respect to a Gaussian measure $\mu$ is studied. The limit theorem for the tails of such measures is proved.
Keywords:
Finite absolute continuity, Itô–Wiener expansion, Gaussian measure, capacity, slim set, weak convergence.
@article{THSP_2011_17_1_a10,
author = {G. V. Ryabov},
title = {Finite absolute continuity on an abstract {Wiener} space},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {100--108},
publisher = {mathdoc},
volume = {17},
number = {1},
year = {2011},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a10/}
}
G. V. Ryabov. Finite absolute continuity on an abstract Wiener space. Teoriâ slučajnyh processov, Tome 17 (2011) no. 1, pp. 100-108. http://geodesic.mathdoc.fr/item/THSP_2011_17_1_a10/