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Teoriya Veroyatnostei i ee Primeneniya, 1963, Volume 8, Issue 3, Pages 241–250
(Mi tvp4672)
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This article is cited in 5 scientific papers (total in 5 papers)
On the Equivalence of Gaussian Measures
Yu. A. Rozanov Moscow
Abstract:
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.
Received: 17.04.1962
Citation:
Yu. A. Rozanov, “On the Equivalence of Gaussian Measures”, Teor. Veroyatnost. i Primenen., 8:3 (1963), 241–250; Theory Probab. Appl., 8:3 (1963), 223–231
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https://www.mathnet.ru/eng/tvp4672 https://www.mathnet.ru/eng/tvp/v8/i3/p241
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Abstract page: | 141 | Full-text PDF : | 69 |
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