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Equivalence of measures in linear Ito partial differential equations

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Publication:1258889
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zbMath0409.35047MaRDI QIDQ1258889

Serguei M. Kozlov

Publication date: 1977

Published in: Moscow University Mathematics Bulletin (Search for Journal in Brave)



zbMATH Keywords

Equivalence of MeasuresLinear Ito Partial Differential Equations


Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial value problems for higher-order parabolic equations (35K30) Operator partial differential equations (= PDEs on finite-dimensional spaces for abstract space valued functions) (35R20)


Related Items (1)

Law equivalence of Ornstein-Uhlenbeck processes driven by a Lévy process







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