LOS ANGELES, California — Prince Frederic von Anhalt said Monday he plans to file a paternity challenge to gain custody of Anna Nicole Smith’s infant daughter, even if it costs him his marriage to Zsa Zsa Gabor.

“If the court rules in my favor, I will go to the Bahamas and pick up the child,” he said, noting that he would ask for a DNA test.

Smith’s companion Howard K. Stern and her former boyfriend, Larry Birkhead, also have claimed paternity of 5-month-old Dannielynn. The baby stands to potentially inherit a fortune from Smith’s late husband, oil tycoon J. Howard Marshall II.

Von Anhalt, 59, and Gabor, 90, have been married for more than 20 years. The news of her husband’s alleged affair has deeply upset Gabor, according to von Anhalt.

“She says, of course, ‘If you bring a baby home then it’s over,’ ” he said. “If my wife wants to divorce me then it’s up to her.”