Geodesic
On the densities of Gaussian measures and Wiener--Hopf's integral equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 1, pp. 170-179

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In this paper we solve the problem about equivalence of Gaussian stationary measures $P(d\omega)$ and $P_1(d\omega)$ with correlation functions $B(t)$ and $B_1(t)$ respectively (theorem 1). We also consider the integral equations (1) and (6) and give conditions for the existence of solution of these equations (theorem 2). 
@article{TVP_1966_11_1_a11,
     author = {Yu. A. Rozanov},
     title = {On the densities of {Gaussian} measures and {Wiener--Hopf's} integral equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {170--179},
     publisher = {mathdoc},
     volume = {11},
     number = {1},
     year = {1966},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1966_11_1_a11/}
}
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Yu. A. Rozanov. On the densities of Gaussian measures and Wiener--Hopf's integral equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 1, pp. 170-179. http://geodesic.mathdoc.fr/item/TVP_1966_11_1_a11/