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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
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).
Citation:
R. Sh. Liptser, A. N. Shiryaev, “On the density of probability measures of diffusion-type processes”, Izv. Akad. Nauk SSSR Ser. Mat., 33:5 (1969), 1120–1131; Math. USSR-Izv., 3:5 (1969), 1055–1066
Linking options:
https://www.mathnet.ru/eng/im2194https://doi.org/10.1070/IM1969v003n05ABEH000830 https://www.mathnet.ru/eng/im/v33/i5/p1120
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Abstract page: | 470 | Russian version PDF: | 150 | English version PDF: | 4 | References: | 60 | First page: | 3 |
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