On Equivalence of Probability Measures
Baker, Charles R.
Ann. Probab., Tome 1 (1973) no. 5, p. 690-698 / Harvested from Project Euclid
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Let $H$ be a real and separable Hilbert space, $\Gamma$ the Borel $\sigma$-field of $H$ sets, and $\mu_1$ and $\mu_2$ two probability measures on $(H, \Gamma)$. Several sufficient conditions for equivalence (mutual absolute continuity) of $\mu_1$ and $\mu_2$ are obtained in this paper. Some of these results do not require that $\mu_1$ and $\mu_2$ be Gaussian. The conditions obtained are applied to show equivalence for some specific measures when $H$ is $L_2\lbrack T \rbrack$.
Publié le : 1973-08-14
Classification:  Measures on Hilbert space,  absolute continuity,  Gaussian measures 
@article{1176996895,
     author = {Baker, Charles R.},
     title = {On Equivalence of Probability Measures},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 690-698},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996895}
}

Baker, Charles R. On Equivalence of Probability Measures. Ann. Probab., Tome 1 (1973) no. 5, pp.  690-698. http://gdmltest.u-ga.fr/item/1176996895/