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Theory of Stochastic Processes, 2017, Volume 22(38), Issue 2, Pages 1–7 (Mi thsp175)  

On Gaussian conditional measures depending on a parameter

Georgii A. Alekseev, Ekaterina V. Yurova

Department of Mechanics and Mathematics, Moscow Stats University, 119991 Moscow, Russia
References:
Abstract: We prove that if a family of Gaussian measures $\mu_\alpha$ on the product of two Souslin locally convex spaces $X$ and $Y$ depends measurably on a parameter $\alpha$, then it is possible to find conditional measures $\mu_\alpha^y$ on $X$ jointly measurable in $y$ and $\alpha$.
Keywords: Gaussian measure, conditional measure, measurable dependence on a parameter.
Funding agency Grant number
Russian Foundation for Basic Research 17-11-01058
Bibliographic databases:
Document Type: Article
MSC: 28C20, 46G12, 60B11
Language: English
Citation: Georgii A. Alekseev, Ekaterina V. Yurova, “On Gaussian conditional measures depending on a parameter”, Theory Stoch. Process., 22(38):2 (2017), 1–7
Citation in format AMSBIB
\Bibitem{AleYur17}
\by Georgii~A.~Alekseev, Ekaterina~V.~Yurova
\paper On Gaussian conditional measures depending on a~parameter
\jour Theory Stoch. Process.
\yr 2017
\vol 22(38)
\issue 2
\pages 1--7
\mathnet{http://mi.mathnet.ru/thsp175}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=3843520}
\zmath{https://zbmath.org/?q=an:06987420}
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