Abstract
CONTENTS Introduction § 1. Basic facts from the theory of stochastic processes § 2. Characteristic functionals of stochastic processes § 3. General theorems on the absolute continuity of probability measures in function spaces § 4. Absolute continuity of Gaussian measures in Hilbert space § 5. Equivalence and orthogonality of measures corresponding to stationary Gaussian processes § 6. Absolute continuity of infinitely divisible distributions in Hilbert space § 7. Measures corresponding to processes with independent increments § 8. Absolute continuity of measures corresponding to general Markov processes § 9. Absolute continuity of measures under transformations of the space References
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