Finite-dimensional approximations of diffusion measures in a Hilbert space

DOI10.1007/BF02525129zbMath0957.60089MaRDI QIDQ4512285

V. G. Bondarenko

Publication date: 1 November 2000

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

diffusion processfinite-dimensional approximationItô equationdiffusion measureabsolute continuity of diffusion measureperturbation of diffusion processtransaction probability

Mathematics Subject Classification ID

Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Probabilistic measure theory (60A10) Convergence of probability measures (60B10) Stochastic integral equations (60H20)

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