Conditions for the Absolute Continuity of Two Diffusions

DOI10.2307/1996922zbMath0303.60071OpenAlexW4250799840MaRDI QIDQ4057902

Steven Orey

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/1996922

Mathematics Subject Classification ID

Diffusion processes (60J60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Continuity and singularity of induced measures (60G30)

Related Items

Absolute continuity of symmetric Markov processes., Absolute continuity of symmetric diffusions, The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance, The Girsanov Theorem Without (So Much) Stochastic Analysis, [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales], Embedding the abstract Wiener space in a probability space, Stochastic processes in a finite space interval, On local times of Ornstein-Uhlenbeck processes, Transformations of the Brownian motion on a Riemannian symmetric space, Singularity of two diffusions on \({\mathcal C}_ \infty\)

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