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Teoriya Veroyatnostei i ee Primeneniya, 1966, Volume 11, Issue 1, Pages 170–179 (Mi tvp577)  
This article is cited in 6 scientific papers (total in 6 papers)

Short Communications

On the densities of Gaussian measures and Wiener–Hopf's integral equations

Yu. A. Rozanov

Moscow
Full-text PDF (623 kB) Citations (6)
Abstract: 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).
Received: 16.09.1965
English version:
Theory of Probability and its Applications, 1966, Volume 11, Issue 1, Pages 152–160
DOI: https://doi.org/10.1137/1111012
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: Yu. A. Rozanov, “On the densities of Gaussian measures and Wiener–Hopf's integral equations”, Teor. Veroyatnost. i Primenen., 11:1 (1966), 170–179; Theory Probab. Appl., 11:1 (1966), 152–160
Citation in format AMSBIB
\Bibitem{Roz66}
\by Yu.~A.~Rozanov
\paper On the densities of Gaussian measures and Wiener--Hopf's integral equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1966
\vol 11
\issue 1
\pages 170--179
\mathnet{http://mi.mathnet.ru/tvp577}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=195140}
\zmath{https://zbmath.org/?q=an:0168.38402}
\transl
\jour Theory Probab. Appl.
\yr 1966
\vol 11
\issue 1
\pages 152--160
\crossref{https://doi.org/10.1137/1111012}
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    • This publication is cited in the following 6 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
     
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