Equivalence and singularity of Gaussian measures on the conic sigma-algebra

DOI10.1023/A:1026146724057zbMath1065.28008OpenAlexW118894158MaRDI QIDQ1781270

V. A. Rovskij, V. N. Sudakov

Publication date: 23 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026146724057

zbMATH Keywords

equivalencesingularityRadon-Nikodým derivativecentered Gaussian measure

Mathematics Subject Classification ID

Probabilistic measure theory (60A10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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