Representations of Gaussian measures that are equivalent to Wiener measure
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The representation of Gaussian measures that are equivalent to the Wiener measure are considered. The relations between \textit{L. A. Shepp's} representation [Ann. Math. Stat. 37, 321--354 (1966; Zbl 0142.13901)] and \textit{M. Hitsuda's} representation [Osaka J. Math. 5, 299--312 (1968; Zbl 0174.49302)] are discussed and the consequences are applied to the sum of Brownian motion and an independent fractional Brownian motion. For the entire collection see [Zbl 1027.00025].
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