On transformations of Wiener space

DOI10.1155/S1048953394000249zbMath0812.60053OpenAlexW1972042586MaRDI QIDQ1344646

Anatoli V. Skorokhod

Publication date: 13 February 1995

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47148

zbMATH Keywords

stochastic differential equationsWiener measureGirsanov's theoremunique weak solutionweak and strong solutionsinvertible transformationsets of the second category

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99) Stochastic analysis (60H99)

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