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Zapiski Nauchnykh Seminarov LOMI, 1985, Volume 142, Pages 160–163 (Mi znsl4329)  
A condition for the mutual absolute continuity of Gaussian measures, generated by a stationary process

V. N. Solev
Full-text PDF (226 kB)
Abstract: 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 $f_*$.
English version:
Journal of Soviet Mathematics, 1987, Volume 36, Issue 4, Pages 546–548
DOI: https://doi.org/10.1007/BF01663469
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: V. N. Solev, “A condition for the mutual absolute continuity of Gaussian measures, generated by a stationary process”, Problems of the theory of probability distributions. Part IX, Zap. Nauchn. Sem. LOMI, 142, "Nauka", Leningrad. Otdel., Leningrad, 1985, 160–163; J. Soviet Math., 36:4 (1987), 546–548
Citation in format AMSBIB
\Bibitem{Sol85}
\by V.~N.~Solev
\paper A~condition for the mutual absolute continuity of Gaussian measures, generated by a~stationary process
\inbook Problems of the theory of probability distributions. Part~IX
\serial Zap. Nauchn. Sem. LOMI
\yr 1985
\vol 142
\pages 160--163
\publ "Nauka", Leningrad. Otdel.
\publaddr Leningrad
\mathnet{http://mi.mathnet.ru/znsl4329}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=788199}
\zmath{https://zbmath.org/?q=an:0573.60034}
\transl
\jour J. Soviet Math.
\yr 1987
\vol 36
\issue 4
\pages 546--548
\crossref{https://doi.org/10.1007/BF01663469}
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