A Note on a Result of Liptser-Shiryaev

DOI10.1080/07362994.2012.727139zbMath1259.60074arXiv1005.0237OpenAlexW3103694317MaRDI QIDQ3145062

Benedetta Ferrario

Publication date: 13 December 2012

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

Full work available at URL: https://arxiv.org/abs/1005.0237

zbMATH Keywords

absolute continuityequivalence of measuresuniqueness in lawGirsanov transform

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (7)

Well-posedness of the stochastic neural field equation with discontinuous firing rate ⋮ Strong uniqueness for stochastic evolution equations in Hilbert spaces perturbed by a bounded measurable drift ⋮ Hydrodynamic models ⋮ Invariant measures of Gaussian type for 2D turbulence ⋮ Uniqueness and Absolute Continuity for Semilinear SPDE’s ⋮ Some recent developments on Lie symmetry analysis of stochastic differential equations ⋮ Remarks on Stochastic Navier-Stokes Equations

Cites Work

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• On a problem of Girsanov
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• The Geometry of Filtering
• SPDEs law equivalence and the compact support property: applications to the Allen–Cahn SPDE
• On an Identity for Stochastic Integrals
• Ergodicity for Infinite Dimensional Systems
• Uniqueness in law for the Allen–Cahn SPDE via change of measure
• Invariant Measures for a Stochastic Kuramoto–Sivashinsky Equation
• Stochastic Equations in Infinite Dimensions

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