Absolute continuity of functionals of supremum type for Gaussian processes

DOI10.1007/BF01843554zbMath0551.60043MaRDI QIDQ801389

Mikhail Lifshits

Publication date: 1984

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

zbMATH Keywords

absolute continuity

Mathematics Subject Classification ID

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

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Cites Work

• Convex measures on locally convex spaces
• Extremal properties of half-spaces for spherically invariant measures
• Sample functions of the Gaussian process
• The Expected Number of Zeros of a Stationary Gaussian Process
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