d'Alessandro, P.; Germani, A.; Piccioni, M. - In: Mathematics and Computers in Simulation (MATCOM) 26 (1984) 4, pp. 368-372
First some results that allow to compare Gaussian measures for C and L2 are given. Then they are applied to the theory of stochastic differential equations, proving in a simple fashion the just known fact that the Itô and white noise approach produce essentially the same measures.