Transformation of Gaussian measure by infinite-dimensional stochastic flow

DOI10.1515/156939706778239800zbMath1119.60050OpenAlexW2108533845MaRDI QIDQ3440802

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Publication date: 29 May 2007

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939706778239800

zbMATH Keywords

stochastic differential equationWiener processstochastic flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cites Work

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