Geodesic
On Gaussian conditional measures depending on a~parameter
Teoriâ slučajnyh processov, Tome 22 (2017) no. 2, pp. 1-7

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We prove that if a family of Gaussian measures $\mu_\alpha$ on the product of two Souslin locally convex spaces $X$ and $Y$ depends measurably on a parameter $\alpha$, then it is possible to find conditional measures $\mu_\alpha^y$ on $X$ jointly measurable in $y$ and $\alpha$.
Keywords: Gaussian measure, conditional measure, measurable dependence on a parameter. 
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     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},
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     publisher = {mathdoc},
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     number = {2},
     year = {2017},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/THSP_2017_22_2_a0/}
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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/