Law equivalence of solutions of some linear stochastic equations in Hilbert spaces
Peszat, Szymon
Studia Mathematica, Tome 103 (1992), p. 269-284 / Harvested from The Polish Digital Mathematics Library

Sufficient and necessary conditions for equivalence of the distributions of the solutions of some linear stochastic equations in Hilbert spaces are given. Some facts in the theory of perturbations of semigroup generators and Zabczyk's results on law equivalence are used.

Publié le : 1992-01-01
EUDML-ID : urn:eudml:doc:215905
@article{bwmeta1.element.bwnjournal-article-smv101i3p269bwm,
     author = {Szymon Peszat},
     title = {Law equivalence of solutions of some linear stochastic equations in Hilbert spaces},
     journal = {Studia Mathematica},
     volume = {103},
     year = {1992},
     pages = {269-284},
     zbl = {0809.60075},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-smv101i3p269bwm}
}
Peszat, Szymon. Law equivalence of solutions of some linear stochastic equations in Hilbert spaces. Studia Mathematica, Tome 103 (1992) pp. 269-284. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-smv101i3p269bwm/

[00000] [1] S. Agmon, Lectures on Elliptic Boundary Value Problems, Van Nostrand, Princeton 1965. | Zbl 0142.37401

[00001] [2] G. Da Prato and J. Zabczyk, Stochastic Equations in Infinite Dimensions, forthcoming book. | Zbl 0761.60052

[00002] [3] E. B. Davies, One-Parameter Semigroups, London Math. Soc. Monographs 15, Academic Press, London 1980. | Zbl 0457.47030

[00003] [4] E. Hille and R. Phillips, Functional Analysis and Semi-groups, Amer. Math. Soc. Colloq. Publ. 31, Providence, R.I., 1957. | Zbl 0078.10004

[00004] [5] T. Koski and W. Loges, Asymptotic statistical inference for a stochastic heat flow problem, Statist. Probab. Lett. 3 (1985), 185-189. | Zbl 0589.62075

[00005] [6] S. M. Kozlov, Equivalence of measures for Ito's partial differential equations, Vestnik Moskov. Univ. Ser. I Mat. Mekh. 1977 (4), 147-152 (in Russian).

[00006] [7] S. M. Kozlov, Some questions of stochastic partial differential equations, Trudy Sem. Petrovsk. 4 (1978), 147-172 (in Russian).

[00007] [8] H. H. Kuo, Gaussian Measures in Banach Spaces, Lecture Notes in Math. 463, Springer, Berlin 1975. | Zbl 0306.28010

[00008] [9] S. Peszat, Equivalence of distribution of some Ornstein-Uhlenbeck processes taking values in Hilbert space, Probab. Math. Statist., to appear. | Zbl 0772.60029

[00009] [10] J. Zabczyk, Law equivalence of Ornstein-Uhlenbeck processes, preprint 476, Inst. of Math., Polish Acad. of Sci., September 1990.