Equivalence and perpendicularity of Gaussian processes

Cited in

(59)

Innovative processes and the factorization problem
Fisher-Rao Riemannian geometry of equivalent Gaussian measures on Hilbert space
Singularity of measures on linear spaces
Quasi-invariant Gaussian measures for the two-dimensional defocusing cubic nonlinear wave equation
Radon-Nikodým derivative in the case of a random Schrödinger-type equation
Non-linear equivalence transformations of Brownian motion
Asymptotic minimax theorems for the sample distribution function
Gaussian sample functions and the Hausdorff dimension of level crossings
On the Cameron-Martin theorem and almost-sure global existence
An elementary proof of the Gaussian dichotomy theorem
Equivalence-Singularity Dichotomies from Zero-One Laws
Joint Measures and Cross-Covariance Operators
Measures on infinite dimensional vector spaces
Parameter estimation for stochastic processes
Optimal classification of Gaussian processes in homo- and heteroscedastic settings
Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes
Regularized divergences between covariance operators and Gaussian measures on Hilbert spaces
An equivalence criterion for infinite products of Cauchy measures
Gaussian measures on linear spaces
Equivalence-Singularity Dichotomies from Zero-One Laws
Representation formulae for the fractional Brownian motion
Supervised classification for a family of Gaussian functional models
Brittleness of Bayesian inference under finite information in a continuous world
Non-linear equivalence transformations of Brownian motion
Conditions for singularity for measures generated by two fractional psuedo-diffusion processes
Discrimination with respect to a Gaussian process
Examples of Non-Gaussian Quasi-Invariant Distributions in Hilbert Space
Linear transformation of quasi-invariant measures
Transportation inequalities for Markov kernels and their applications
Equivalence and Radon-Nikodym derivatives of Gaussian measures
Geometric Jensen-Shannon divergence between Gaussian measures on Hilbert space
Singularity of generalized grey Brownian motions with different parameters
Merging of opinions in game-theoretic probability
Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity
Gaussian measures on a Banach space
An elementary proof of the Gaussian dichotomy theorem
Equivalence singularity dichotomies for a class of ergodic measures
On the Use of Reproducing Kernel Hilbert Spaces in Functional Classification
Potential theory on Hilbert space
Some asymptotic theory for functional regression and classification
Relative entropy and mutual information in Gaussian statistical field theory
Elliott-Morse measures and Kakutani's dichotomy theorem
Infinite-dimensional distances and divergences between positive definite operators, Gaussian measures, and Gaussian processes
Fisher-Rao geometry of equivalent Gaussian measures on infinite-dimensional Hilbert spaces
Nonparametric detection for univariate and functional data
Absolute continuity of Wiener processes
Optimizing selection for function-valued traits
Singular translates of measures on linear spaces
Some remarks on spherically invariant distributions
Some remarks on the equivalence of Gaussian processes
A note on arbitrage in term structure
Hellinger integrals of gaussian processes with independent increments
ON PRODUCT SYSTEMS ARISING FROM SUM SYSTEMS
On the measures induced on L₂ by a stochastic process
A continuum of invariant measures for the periodic KdV and mKdV equations
An aspect of quasi-invariant measures on R^
Some new examples of quasi-invariant measures on a Hilbert space
Transportation-based functional ANOVA and PCA for covariance operators
Canonical representations generated by translationally quasi-invariant measures

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