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A geometric approach to singularity for Hilbert space-valued SDEs

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Publication:5930648
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DOI10.1016/S0167-7152(00)00204-2zbMath0971.60066MaRDI QIDQ5930648

Yoon Tae Kim

Publication date: 30 October 2001

Published in: Statistics \& Probability Letters (Search for Journal in Brave)


zbMATH Keywords

stochastic differential equationRiemannian metric\(\alpha\)-connection\(\alpha\)-geodesic


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)


Related Items

On a criterion of Riemannian distance for singularity and absolute continuity of probability measures.



Cites Work

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  • Infinite dimensional linear systems theory
  • Differential geometry of curved exponential families. Curvatures and information loss
  • Differential-geometrical methods in statistics
  • The Role of Differential Geometry in Statistical Theory
  • A Curious Example from Statistical Differential Geometry
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