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On Gaussian conditional measures depending on a parameter
Georgii A. Alekseev, Ekaterina V. Yurova Department of Mechanics and Mathematics, Moscow Stats University, 119991 Moscow, Russia
Аннотация:
We prove that if a family of Gaussian measures $\mu_\alpha$ on the product of two Souslin locally convex spaces $X$ and $Y$ depends measurably on a parameter $\alpha$, then it is possible to find conditional measures $\mu_\alpha^y$ on $X$ jointly measurable in $y$ and $\alpha$.
Ключевые слова:
Gaussian measure, conditional measure, measurable dependence on a parameter.
Образец цитирования:
Georgii A. Alekseev, Ekaterina V. Yurova, “On Gaussian conditional measures depending on a parameter”, Theory Stoch. Process., 22(38):2 (2017), 1–7
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp175 https://www.mathnet.ru/rus/thsp/v22/i2/p1
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Страница аннотации: | 133 | PDF полного текста: | 67 | Список литературы: | 28 |
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