Finite-dimensional approximations of diffusion measures in a Hilbert space
For transition probabilities of diffusion processes in a Hilbert space, we construct finite-dimensional approximations and establish sufficient conditions for the equivalence of such measures under perturbation of the diffusion operator.
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| Date: | 1999 |
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| Main Authors: | , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1999
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4763 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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