Singularity of two diffusions on \({\mathcal C}_ \infty\) (Q1314695)
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scientific article; zbMATH DE number 503660
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singularity of two diffusions on \({\mathcal C}_ \infty\) |
scientific article; zbMATH DE number 503660 |
Statements
Singularity of two diffusions on \({\mathcal C}_ \infty\) (English)
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27 March 1994
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Let \(P\) and \(P'\) be two diffusions and let \(P'\) be Wiener which are absolutely continuous for each history up to time \(t\). They are shown to be singular on \(C_ \infty\), unless \(P\) is also Wiener.
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singularity
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diffusions
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0.9082681
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0.89351344
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0.8920378
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0.8918879
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0.89056575
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0.88943684
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