廣義高氏測度之垂直與對等

Abstract

Let {Xt|tεT}be a stochastic process defined on a measurable space (Ω,F)Let P and Q be two measures induced by {Xt|tεT}. It is known [3] that if both P and Q are Gaussian, then Pand Q are either perpendicular or equivalent. It will be shown that under certain conditions, such a dichotomy can be extended to the case where P and Q are generalized Gaussian.