Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation (Q4658195)
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scientific article; zbMATH DE number 2146487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation |
scientific article; zbMATH DE number 2146487 |
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Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation (English)
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16 March 2005
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Gaussian measure
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Cameron-Martin space
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Wiener processes
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Radon-Nikodym densities
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