Relationships between measures induced by Itô and white noise linear equations

DOI10.1016/0378-4754(84)90011-9zbMath0547.60061OpenAlexW2054309136MaRDI QIDQ799033

Mauro Piccioni, Paolo D'Alessandro, Alfredo Germani

Publication date: 1984

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4754(84)90011-9

zbMATH Keywords

Gaussian measure

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Cites Work

• Gaussian measures on a Banach space
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