Processus gaussiens à variation finie. (Gaussian processes with bounded variation) (Q1209202)

The author defines a one-to-one correspondence \(f\to\nu_ f\) between real-valued functions of bounded variation on \([0,1]\) and bounded measures on some measurable space. If \(G=(G_ t)_{t\in[0,1]}\) is a separable Gaussian process with trajectories of bounded variation, then \(\nu_ G\) is almost surely absolutely continuous with respect to \(\nu_ g\), where \(g\) is the \(L^ 1\)-variation of \(G\).