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JOURNALS
// Zapiski Nauchnykh Seminarov POMI
// Archive
Zap. Nauchn. Sem. 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
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
$f_*$
.
UDC:
519.2
Fulltext:
PDF file (226 kB)
English version:
Journal of Soviet Mathematics, 1987,
36
:4,
546–548
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2025