A property of distributions of diffusion processes

DOI10.1007/BF01209560zbMath0826.60065OpenAlexW2059694714MaRDI QIDQ1337879

N. A. Tolmachev

Publication date: 16 November 1994

Published in: Mathematical Notes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01209560

zbMATH Keywords

analytic functionexceptional setdiffusion processspace of trajectories

Mathematics Subject Classification ID

Diffusion processes (60J60) Probabilistic measure theory (60A10)

Related Items (2)

Gaussian measures on linear spaces ⋮ Differentiable measures and the Malliavin calculus

Cites Work

• Some criteria for the existence of divisors of a holomorphic operator function
• The Onsager-Machlup function as Lagrangian for the most probable path of a diffusion process
• Gaussian null sets and differentiability of Lipschitz map on Banach spaces
• Differentiability of Lipschitzian mappings between Banach spaces
• Likelihood Ratios for Diffusion Processes With Shifted Mean Values
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