This paper is concerned with the stochastic processes in Banach space arising from the solutions of stochastic integral equations. It is shown that under certain assumptions the corresponding measures of two such stochastic processes are equivalent. The Radon-Nikodym derivative is also given.
Publié le : 1973-06-14
Classification:
Abstract Wiener space,
stochastic integral equation,
finite dimensional approximation,
Radon-Nikodym derivative,
diffusion coefficients,
28A40,
60J60,
60H20
@article{1176996947,
author = {Kuo, Hui-Hsiung},
title = {Absolute Continuity of Measures Corresponding to Diffusion Processes in Banach Space},
journal = {Ann. Probab.},
volume = {1},
number = {5},
year = {1973},
pages = { 513-518},
language = {en},
url = {http://dml.mathdoc.fr/item/1176996947}
}
Kuo, Hui-Hsiung. Absolute Continuity of Measures Corresponding to Diffusion Processes in Banach Space. Ann. Probab., Tome 1 (1973) no. 5, pp. 513-518. http://gdmltest.u-ga.fr/item/1176996947/