Correction to Radon-Nikodym derivatives of Gaussian measures

DOI10.1214/AOP/1176995858zbMath0362.60010OpenAlexW2057948738MaRDI QIDQ1239950

Lawrence A. Shepp

Publication date: 1977

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176995858

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05) Continuity and singularity of induced measures (60G30)

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Equivalence problems for Gaussian multiple Markov processes and their canonical representations

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