On the Equivalence of Gaussian Measures Related to Banach Space-Valued Processes.

Abstract

Using the theory of operator-valued reproducing kernels a necessary and sufficient condition for equivalence or singularity of two Gaussian measures corresponding to a Banach space-valued stochastic processes is given. The characterization is in terms of operator-valued covariance kernels associated with these measures. The result is applied to the Wiener process with a Banach state space and an infinite dimensional extension of a result of Shepp is obtained. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1972
Accession Number
AD0748769

Entities

People

  • H. Salehi
  • J. Kuelbs

Organizations

  • University of Wisconsin–Madison

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Banach Space
  • Covariance
  • Data Science
  • Information Science
  • Mathematical Analysis
  • Mathematics
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space