  Under mild conditions, it is possible to obtain, from almost purely
measure-theoretic considerations and without any specific reference to
stochastic processes, a change-of-measures result, resembling the usual
Radon-Nikod\'ym change of measures, associated with a variant of stochastic
integration for a spectral representation of covariance stationary processes;
the ideas are naturally embedded in the Hilbert space theory of $L^{2}$ spaces.
The intended main contribution, including a complete proof of change of
measures for spectral stochastic integrals, is the refined, self-contained
developments of spectral stochastic integration toward change of measures.
