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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 2, Pages 429–433
(Mi tvp2310)
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This article is cited in 1 scientific paper (total in 1 paper)
Short Communications
On the equivalence of Gaussian measures corresponding to the solutions of stochastic differential equations
S. D. Sokolova Moscow
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
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
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