This article is cited in 5 papers

On the Equivalence of Gaussian Measures

Yu. A. Rozanov

Moscow

Abstract: Gaussian measures induced by stationary Gaussian processes with covariances $B_0(t)$ and $B(t),0\leq t\leq T$, are considered in the paper. It is shown that conditions (3) and (4) are necessary and sufficient for the Gaussian measures to be equivalent.

Received: 17.04.1962

 English version: Theory of Probability and its Applications, 1963, 8:3, 223–231