Voir la notice de l'article provenant de la source Math-Net.Ru
@article{THSP_2017_22_2_a0, author = {Georgii A. Alekseev and Ekaterina V. Yurova}, title = {On {Gaussian} conditional measures depending on a~parameter}, journal = {Teori\^a slu\v{c}ajnyh processov}, pages = {1--7}, publisher = {mathdoc}, volume = {22}, number = {2}, year = {2017}, language = {en}, url = {http://geodesic.mathdoc.fr/item/THSP_2017_22_2_a0/} }
Georgii A. Alekseev; Ekaterina V. Yurova. On Gaussian conditional measures depending on a~parameter. Teoriâ slučajnyh processov, Tome 22 (2017) no. 2, pp. 1-7. http://geodesic.mathdoc.fr/item/THSP_2017_22_2_a0/
[1] V. I. Bogachev, Gaussian measures, Amer. Math. Soc., Rhode Island, Providence, 1998 | MR | Zbl
[2] V. I. Bogachev, Measure theory, v. 1, 2, Springer, New York, 2007 | MR | Zbl
[3] V. I. Bogachev, “Gaussian measures on infinite-dimensional spaces”, Real and Stochastic Analysis. Current Trends, ed. M. M. Rao, World Sci., Singapore, 2014, 1–83 | MR | Zbl
[4] V. I. Bogachev, A. V. Kolesnikov, “The Monge–Kantorovich problem: achievements, connections, and perspectives”, Russian Math. Surveys, 67:5 (2012), 785–890 | DOI | MR | Zbl
[5] V. I. Bogachev, O. G. Smolyanov, Topological vector spaces and their applications, Springer, New York, 2017 | MR | Zbl
[6] M. Hairer, A. M. Stuart, J. Voss, P. Wiberg, “Analysis of SPDEs arising in path sampling. I. The Gaussian case”, Commun. Math. Sci., 3:4 (2005), 587–603 | DOI | MR | Zbl
[7] T. LaGatta, “Continuous disintegrations of Gaussian processes”, Theory Probab. Appl., 57:1 (2013), 151–162 | DOI | MR | Zbl
[8] Doklady Math., 94:2 (2016), 493–496 | DOI | MR | Zbl
[9] V. Tarieladze, N. Vakhania, “Disintegration of Gaussian measures and average-case optimal algorithms”, J. Complexity, 23:4-6 (2007), 851–866 | DOI | MR | Zbl
[10] C. Villani, Optimal transport, old and new, Springer, New York, 2009 | MR | Zbl