On the Equivalence of Gaussian Measures Corresponding to Solutions of Stochastic Differential Equations

DOI10.1137/1128040zbMath0533.60069OpenAlexW1994755012MaRDI QIDQ3316324

S. D. Sokolova

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128040

zbMATH Keywords

elliptic operatorGaussian measures

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuity and singularity of induced measures (60G30)

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