Accession Number : AD0748769

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

Descriptive Note : Technical summary rept.,

Corporate Author : WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s) : Kuelbs,J. ; Salehi,H.

Report Date : JUL 1972

Pagination or Media Count : 29

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)

Descriptors :   (*FUNCTIONAL ANALYSIS, *MEASURE THEORY), BANACH SPACE, STOCHASTIC PROCESSES, HILBERT SPACE, OPERATORS(MATHEMATICS), THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE