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This article is cited in 1 scientific paper (total in 1 paper)
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).
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Theory of Probability and its Applications, 1966, 11:1, 152–160
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Received: 16.09.1965
Citation:
Yu. A. Rozanov, “On the densities of Gaussian measures and Wiener–Hopf's integral equations”, Teor. Veroyatnost. i Primenen., 11:1 (1966), 170–179; Theory Probab. Appl., 11:1 (1966), 152–160
Citation in format AMSBIB
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\by Yu.~A.~Rozanov
\paper On the densities of Gaussian measures and Wiener--Hopf's integral equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1966
\vol 11
\issue 1
\pages 170--179
\mathnet{http://mi.mathnet.ru/tvp577}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=195140}
\zmath{https://zbmath.org/?q=an:0168.38402}
\transl
\jour Theory Probab. Appl.
\yr 1966
\vol 11
\issue 1
\pages 152--160
\crossref{https://doi.org/10.1137/1111012}
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http://mi.mathnet.ru/eng/tvp577 http://mi.mathnet.ru/eng/tvp/v11/i1/p170
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P. Vitani, M. Li, “Kolmogorovskaya slozhnost: dvadtsat let spustya”, UMN, 43:6(264) (1988), 129–166
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