Absolute continuity between the Wiener and stationary Gaussian measures

DOI10.2140/pjm.1999.188.95zbMath0958.60033OpenAlexW2079371558MaRDI QIDQ1306253

Uri Keich

Publication date: 23 August 2000

Published in: Pacific Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2140/pjm.1999.188.95

zbMATH Keywords

Wiener measureabsolutely continuous measurestationary Gaussian measures

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Related Items (2)

Equivalence of Gaussian measures for some nonstationary random fields ⋮ Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals

This page was built for publication: Absolute continuity between the Wiener and stationary Gaussian measures