Absolute continuity of perturbed Gaussian measures

DOI10.1007/BF02742081MaRDI QIDQ1280967zbMATH OpenOpenAlexFDO

Authors V. G. Bondarenko

Publication date 3 October 2000

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02742081

zbMATH Keywords

absolute continuitytransition probabilityperturbed Gaussian measures

Mathematics Subject Classification ID

Integration on manifolds; measures on manifolds (58C35) Continuity and singularity of induced measures (60G30)

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Cites work

• scientific article; zbMATH DE number 1165569 (Why is no real title available?)
• scientific article; zbMATH DE number 3215022 (Why is no real title available?)
• A fundamental solution of the parabolic equation on Hilbert space
• Diffusion sur une variété de courbure non positive

Cited in

(12)

• Characteristic functional of a probability measure absolutely continuous with respect to a Gaussian Radon measure
• Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals
• scientific article; zbMATH DE number 3994657 (Why is no real title available?)
• ON FINITE ABSOLUTE CONTINUITY OF MEASURES RELATED TO WIENER MEASURE
• scientific article; zbMATH DE number 4011566 (Why is no real title available?)
• Absolute continuity of Brownian bridges under certain gauge transformations
• Absolute continuity, quadratic forms, and causal perturbations of product measures
• Finite absolute continuity of Gaussian measures on infinite-dimensional spaces
• scientific article; zbMATH DE number 3856076 (Why is no real title available?)
• Absolue continuité de probabilités de transition par rapport à une mesure gaussienne dans un espace de Hilbert. (Absolute continuity of transition probabilities with respect to a Gaussian measure in a Hilbert space)
• Discrimination with respect to a Gaussian process
• scientific article; zbMATH DE number 4030631 (Why is no real title available?)

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