Finite-dimensional approximations of diffusion measures in a Hilbert space (Q4512285)
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scientific article; zbMATH DE number 1524383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-dimensional approximations of diffusion measures in a Hilbert space |
scientific article; zbMATH DE number 1524383 |
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Finite-dimensional approximations of diffusion measures in a Hilbert space (English)
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1 November 2000
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diffusion process
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Itô equation
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transaction probability
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finite-dimensional approximation
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diffusion measure
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absolute continuity of diffusion measure
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perturbation of diffusion process
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