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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 2, Pages 429–433 (Mi tvp2310)  

This article is cited in 1 scientific paper (total in 1 paper)

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On the equivalence of Gaussian measures corresponding to the solutions of stochastic differential equations

S. D. Sokolova

Moscow
Full-text PDF (795 kB) Citations (1)
Abstract: Let Gaussian measures $P_1$ and $P_2$ correspond to the solutions of stochastic differential equations $\mathscr P_i\xi(t)=\xi^\ast(t)$, $i=1,2,\dots$ in bounded domain $T\subseteq R^d$, where $\mathscr P_1$ and $\mathscr P_2$ are some elliptic operators of order $2l$. It is shown that $P_1$ and $P_2$ are equivalent if $ 2l-q>d/2$ where $q$ is the order of $\mathscr P_2-\mathscr P_1$.
Received: 05.01.1983
English version:
Theory of Probability and its Applications, 1984, Volume 28, Issue 2, Pages 451–454
DOI: https://doi.org/10.1137/1128040
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. D. Sokolova, “On the equivalence of Gaussian measures corresponding to the solutions of stochastic differential equations”, Teor. Veroyatnost. i Primenen., 28:2 (1983), 429–433; Theory Probab. Appl., 28:2 (1984), 451–454
Citation in format AMSBIB
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\by S.~D.~Sokolova
\paper On the equivalence of Gaussian measures corresponding to the solutions of stochastic differential equations
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 2
\pages 429--433
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\zmath{https://zbmath.org/?q=an:0533.60069|0509.60060}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 2
\pages 451--454
\crossref{https://doi.org/10.1137/1128040}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984SS85900020}
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  • https://www.mathnet.ru/eng/tvp/v28/i2/p429
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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