On the Equivalence of Gaussian Measures
Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 3, pp. 241-250
Cet article a éte moissonné depuis la source Math-Net.Ru
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.
@article{TVP_1963_8_3_a0,
author = {Yu. A. Rozanov},
title = {On the {Equivalence} of {Gaussian} {Measures}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {241--250},
year = {1963},
volume = {8},
number = {3},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1963_8_3_a0/}
}
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/