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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 3, Pages 629–634 (Mi tvp3971)  
This article is cited in 3 scientific papers (total in 3 papers)

Short Communications

Brownian motion with drift in a Hilbert space and its application in integration theory

A. I. Kirillov

Moscow Power Engineering Institute (Technical University)
Full-text PDF (1177 kB) Citations (3)
Abstract: Sufficient conditions are given under which a Brownian motion with drift in a Hilbert space has an invariant measure. We prove that if the measure is differentiable, then its logarithmic gradient is equal to the drift coefficient. The results obtained constitute a basis for the reconstruction of a differentiable measure from its logarithmic derivatives.
Keywords: stochastic equation, invariant measure, ergodic properties of a differentiable measure, logarithmic derivative of a measure, reconstruction of a measure from its logarithmic derivatives.
Received: 29.12.1991
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 3, Pages 529–533
DOI: https://doi.org/10.1137/1138051
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. I. Kirillov, “Brownian motion with drift in a Hilbert space and its application in integration theory”, Teor. Veroyatnost. i Primenen., 38:3 (1993), 629–634; Theory Probab. Appl., 38:3 (1993), 529–533
Citation in format AMSBIB
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\by A.~I.~Kirillov
\paper Brownian motion with drift in a Hilbert space and its application in integration theory
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 3
\pages 629--634
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1404670}
\zmath{https://zbmath.org/?q=an:0809.60088}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 3
\pages 529--533
\crossref{https://doi.org/10.1137/1138051}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1993PJ74300014}
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  • https://www.mathnet.ru/eng/tvp/v38/i3/p629
    • This publication is cited in the following 3 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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