Absolute continuity of measures corresponding to diffusion processes in Banach space

DOI10.1214/aop/1176996947zbMath0288.28012OpenAlexW1990941852MaRDI QIDQ1846517

Hui-Hsiung Kuo

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1214/aop/1176996947

Mathematics Subject Classification ID

Diffusion processes (60J60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Stochastic integral equations (60H20)

Related Items

On minimum-contrast estimation for hilbert space-valued stochastic differential equations, Stochastic evolution equations and related measure processes, Geostochastic calculus