Finite absolute continuity of Gaussian measures on infinite-dimensional spaces

• Date: 2008
• Main Authors: Ryabov, G. V., Рябов, Г. В.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 2008
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/3251
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

We study the notion of finite absolute continuity for measures on infinite-dimensional spaces. For Gaussian product measures on \(\mathbb{R}^{\infty}\) and Gaussian measures on a Hilbert space, we establish criteria for finite absolute continuity. We consider cases where the condition of finite abso...