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Doklady Akademii Nauk SSSR, 1966, Volume 170, Number 2, Pages 242–245 (Mi dan32537)  
MATHEMATICS

A method for calculation of the Radon–Nikodym derivative of two Gaussian measures

Yu. I. Golosov

Lomonosov Moscow State University
Full-text PDF (587 kB)
Presented: A. N. Kolmogorov
Received: 08.12.1965
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: Yu. I. Golosov, “A method for calculation of the Radon–Nikodym derivative of two Gaussian measures”, Dokl. Akad. Nauk SSSR, 170:2 (1966), 242–245
Citation in format AMSBIB
\Bibitem{Gol66}
\by Yu.~I.~Golosov
\paper A method for calculation of the Radon--Nikodym derivative of two Gaussian measures
\jour Dokl. Akad. Nauk SSSR
\yr 1966
\vol 170
\issue 2
\pages 242--245
\mathnet{http://mi.mathnet.ru/dan32537}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=0202208}
\zmath{https://zbmath.org/?q=an:0157.24502}
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  • https://www.mathnet.ru/eng/dan/v170/i2/p242
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