Teoriâ veroâtnostej i ee primeneniâ, Tome 11 (1966) no. 1, pp. 170-179
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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/
@article{TVP_1966_11_1_a11,
author = {Yu. A. Rozanov},
title = {On the densities of {Gaussian} measures and {Wiener{\textendash}Hopf's} integral equations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {170--179},
year = {1966},
volume = {11},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1966_11_1_a11/}
}
TY - JOUR
AU - Yu. A. Rozanov
TI - On the densities of Gaussian measures and Wiener–Hopf's integral equations
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1966
SP - 170
EP - 179
VL - 11
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1966_11_1_a11/
LA - ru
ID - TVP_1966_11_1_a11
ER -
%0 Journal Article
%A Yu. A. Rozanov
%T On the densities of Gaussian measures and Wiener–Hopf's integral equations
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1966
%P 170-179
%V 11
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1966_11_1_a11/
%G ru
%F TVP_1966_11_1_a11
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).
