Infinite-dimensional Wiener processes with drift

DOI10.1016/0304-4149(94)90026-4zbMath0811.60044OpenAlexW2051868349MaRDI QIDQ1338746

M.P.Jerschow

Publication date: 19 April 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(94)90026-4

zbMATH Keywords

Wiener processGirsanov theoremdiffusion type processabsolute continuity of induced measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Continuity and singularity of induced measures (60G30)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On diffusion processes and their semigroups in Hilbert spaces with an application to interacting stochastic systems
• Infinite dimensional stochastic differential equations and their applications
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Representations of Itô Processes
• On the Absolute Continuity of Measures Corresponding to Diffusion Type Processes
• Unendlich-dimensionale Wienerprozesse mit Wechselwirkung
• A remark on infinite-dimensional Wiener processes with interactions
• On an Identity for Stochastic Integrals
• Conditions for absolute continuity between a certain pair of probability measures
• Absolute Continuity and Radon-Nikodym Derivatives for Certain Measures Relative to Wiener Measure
• The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
• ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE

This page was built for publication: Infinite-dimensional Wiener processes with drift