Some remarks to the paper “On the densities of Gaussian measures and Wiener–Hopf's integral equations”
Yu. A. Rozanov
In the note we give the conditions of equivalence of two arbitrary Gaussian measures as well as the expression of the density of one of them with respect to another which were essentially obtained in  for the case of stationary processes with the use of the spectral representations.
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Theory of Probability and its Applications, 1966, 11:3, 483–485
Yu. A. Rozanov, “Some remarks to the paper “On the densities of Gaussian measures and Wiener–Hopf's integral equations””, Teor. Veroyatnost. i Primenen., 11:3 (1966), 545–547; Theory Probab. Appl., 11:3 (1966), 483–485
Citation in format AMSBIB
\paper Some remarks to the paper ``On the densities of Gaussian measures and Wiener--Hopf's integral equations''
\jour Teor. Veroyatnost. i Primenen.
\jour Theory Probab. Appl.
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