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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


 English version:
Journal of Soviet Mathematics, 1987, 36:4, 546–548

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