Conditioning a lifted stochastic system in a product space

DOI10.1214/aop/1176991601zbMath0658.60088OpenAlexW2032636352MaRDI QIDQ1111241

Andrew P. Carverhill

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991601

zbMATH Keywords

conditioned Stroock-Varadhan support theoremelliptic stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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