Geodesic
On the Equivalence of Gaussian Measures
Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 3, pp. 241-250

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Gaussian measures induced by stationary Gaussian processes with covariances $B_0(t)$ and $B(t),0\leq t\leq T$, are considered in the paper. It is shown that conditions (3) and (4) are necessary and sufficient for the Gaussian measures to be equivalent. 
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     author = {Yu. A. Rozanov},
     title = {On the {Equivalence} of {Gaussian} {Measures}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
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     number = {3},
     year = {1963},
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     url = {http://geodesic.mathdoc.fr/item/TVP_1963_8_3_a0/}
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Yu. A. Rozanov. On the Equivalence of Gaussian Measures. Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 3, pp. 241-250. http://geodesic.mathdoc.fr/item/TVP_1963_8_3_a0/