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Mathematics of the USSR-Izvestiya, 1969, Volume 3, Issue 5, Pages 1055–1066
DOI: https://doi.org/10.1070/IM1969v003n05ABEH000830 (Mi im2194) 		 
This article is cited in 2 scientific papers (total in 2 papers)

On the density of probability measures of diffusion-type processes

R. Sh. Liptser, A. N. Shiryaev
English version PDF (436 kB) Citations (2) Russian version article
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DOI: https://doi.org/10.1070/IM1969v003n05ABEH000830
Abstract: In this paper we obtain a formula (9) for the derivative $\varphi_t(\omega)$, with respect to Wiener measure, of the Radon–Nikodým measure corresponding to the diffusion type process (1).
Bibliographic databases:
Document Type: Article
UDC: 519.2
MSC: 60A10, 60J60, 46E30, 46B22
Language: English
Original paper language: Russian
Citation: R. Sh. Liptser, A. N. Shiryaev, “On the density of probability measures of diffusion-type processes”, Math. USSR-Izv., 3:5 (1969), 1055–1066
Citation in format AMSBIB
\Bibitem{LipShi69}
\by R.~Sh.~Liptser, A.~N.~Shiryaev
\paper On the density of probability measures of diffusion-type processes
\jour Math. USSR-Izv.
\yr 1969
\vol 3
\issue 5
\pages 1055--1066
\mathnet{http://mi.mathnet.ru//eng/im2194}
\crossref{https://doi.org/10.1070/IM1969v003n05ABEH000830}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=260025}
\zmath{https://zbmath.org/?q=an:0265.60077}
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  • https://www.mathnet.ru/eng/im/v33/i5/p1120
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Известия Академии наук СССР. Серия математическая Izvestiya: Mathematics
     
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