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
Main Authors: Bondarenko, V. G., Бондаренко, В. Г.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 2000
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
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author Bondarenko, V. G.
Бондаренко, В. Г.
Бондаренко, В. Г.
author_facet Bondarenko, V. G.
Бондаренко, В. Г.
Бондаренко, В. Г.
author_sort Bondarenko, V. G.
baseUrl_str https://umj.imath.kiev.ua/index.php/umj/oai
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datestamp_date 2020-03-18T20:29:03Z
description 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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spelling umjimathkievua-article-44432020-03-18T20:29:03Z Logarithmic derivatives of diffusion measures in a Hilbert space Логарифмические производные диффузионных мер в гильбертовом пространстве Bondarenko, V. G. Бондаренко, В. Г. Бондаренко, В. Г. 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. Для логарифмічної, похідної перехідної ймовірності дифузійного процесу в гільбертовому просторі побудовано послідовність векторних полів на $n$ -вимірних ріманових многовидах, які збігаються до цієї похідної. Institute of Mathematics, NAS of Ukraine 2000-04-25 Article Article application/pdf https://umj.imath.kiev.ua/index.php/umj/article/view/4443 Ukrains’kyi Matematychnyi Zhurnal; Vol. 52 No. 4 (2000); 537-543 Український математичний журнал; Том 52 № 4 (2000); 537-543 1027-3190 rus en https://umj.imath.kiev.ua/index.php/umj/article/view/4443/5590 https://umj.imath.kiev.ua/index.php/umj/article/view/4443/5591 Copyright (c) 2000 Bondarenko V. G.
spellingShingle Bondarenko, V. G.
Бондаренко, В. Г.
Бондаренко, В. Г.
Logarithmic derivatives of diffusion measures in a Hilbert space
title Logarithmic derivatives of diffusion measures in a Hilbert space
title_alt Логарифмические производные диффузионных мер в гильбертовом пространстве
title_full Logarithmic derivatives of diffusion measures in a Hilbert space
title_fullStr Logarithmic derivatives of diffusion measures in a Hilbert space
title_full_unstemmed Logarithmic derivatives of diffusion measures in a Hilbert space
title_short Logarithmic derivatives of diffusion measures in a Hilbert space
title_sort logarithmic derivatives of diffusion measures in a hilbert space
url https://umj.imath.kiev.ua/index.php/umj/article/view/4443
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