Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 160-163
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V. N. Solev. A condition for the mutual absolute continuity of Gaussian measures, generated by a stationary process. Zapiski Nauchnykh Seminarov POMI, Problems of the theory of probability distributions. Part IX, Tome 142 (1985), pp. 160-163. http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a17/
@article{ZNSL_1985_142_a17,
author = {V. N. Solev},
title = {A~condition for the mutual absolute continuity of {Gaussian} measures, generated by a~stationary process},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {160--163},
year = {1985},
volume = {142},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a17/}
}
TY - JOUR
AU - V. N. Solev
TI - A condition for the mutual absolute continuity of Gaussian measures, generated by a stationary process
JO - Zapiski Nauchnykh Seminarov POMI
PY - 1985
SP - 160
EP - 163
VL - 142
UR - http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a17/
LA - ru
ID - ZNSL_1985_142_a17
ER -
%0 Journal Article
%A V. N. Solev
%T A condition for the mutual absolute continuity of Gaussian measures, generated by a stationary process
%J Zapiski Nauchnykh Seminarov POMI
%D 1985
%P 160-163
%V 142
%U http://geodesic.mathdoc.fr/item/ZNSL_1985_142_a17/
%G ru
%F ZNSL_1985_142_a17
One obtains an analytic condition for the absolute continuity of the Gaussian measures $\mathcal P_t^f$, $\mathcal P_t^{f_*}$, corresponding to stationary processes on the interval $[0,t]$ with spectral densities $f$ and $f_*$.
