Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 3, pp. 241-250
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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/
@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/}
}
TY - JOUR
AU - Yu. A. Rozanov
TI - On the Equivalence of Gaussian Measures
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1963
SP - 241
EP - 250
VL - 8
IS - 3
UR - http://geodesic.mathdoc.fr/item/TVP_1963_8_3_a0/
LA - ru
ID - TVP_1963_8_3_a0
ER -
%0 Journal Article
%A Yu. A. Rozanov
%T On the Equivalence of Gaussian Measures
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1963
%P 241-250
%V 8
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1963_8_3_a0/
%G ru
%F TVP_1963_8_3_a0
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.
