Logarithmic derivatives of diffusion measures in a Hilbert space
For the logarithmic derivative of transition probability of a diffusion process in a Hilbert space, we construct a sequence of vector fields on Riemannian n-dimensional manifolds that converge to this derivative.
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| Date: | 2000 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4443 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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Ukrains’kyi Matematychnyi Zhurnal| Summary: | For the logarithmic derivative of transition probability of a diffusion process in a Hilbert space, we construct a sequence of vector fields on Riemannian n-dimensional manifolds that converge to this derivative. |
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