Discrimination with respect to a Gaussian process

DOI10.1007/BF00332309zbMath0561.60043OpenAlexW2063115574MaRDI QIDQ2266522

Charles R. Baker, A. F. Gualtierotti

Publication date: 1986

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00332309

zbMATH Keywords

Radon-Nikodym derivative

Mathematics Subject Classification ID

Gaussian processes (60G15) Continuity and singularity of induced measures (60G30)

Cites Work

• Equivalence and perpendicularity of Gaussian processes
• On equivalence of probability measures
• Representation of Gaussian processes equivalent to Wiener process
• On a property of normal distributions of any stochastic process
• Canonical representations of Gaussian processes and their applications
• The equivalence of measures corresponding to canonical Gaussian processes
• ABSOLUTE CONTINUITY AND SINGULARITY OF LOCALLY ABSOLUTELY CONTINUOUS PROBABILITY DISTRIBUTIONS. I
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