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A stochastic equation for the distribution law of diffusion type processes - MaRDI portal

A stochastic equation for the distribution law of diffusion type processes

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Publication:4416148

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DOI10.1163/156939703322003980zbMath1020.60051OpenAlexW2005927580MaRDI QIDQ4416148

Revaz Tevzadze

Publication date: 7 August 2003

Full work available at URL: https://doi.org/10.1163/156939703322003980

zbMATH Keywords

Wiener process Radon-Nikodym derivative forward Kolmogorov equation diffusion type process Girsanov density Markov dilation operation

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) White noise theory (60H40) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

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