This article is cited in 6 papers

Short Communications

On the densities of Gaussian measures and Wiener–Hopf's integral equations

Yu. A. Rozanov

Moscow

Abstract: In this paper we solve the problem about equivalence of Gaussian stationary measures $P(d\omega)$ and $P_1(d\omega)$ with correlation functions $B(t)$ and $B_1(t)$ respectively (theorem 1). We also consider the integral equations (1) and (6) and give conditions for the existence of solution of these equations (theorem 2).

Received: 16.09.1965

 English version: Theory of Probability and its Applications, 1966, 11:1, 152–160

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