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.

Saved in:
Bibliographic Details
Date:1999
Main Authors: Bondarenko, V. G., Бондаренко, В. Г.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1999
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/4763
Tags: Add Tag
No Tags, Be the first to tag this record!
Journal Title:Ukrains’kyi Matematychnyi Zhurnal
Download file: Pdf

Institution

Ukrains’kyi Matematychnyi Zhurnal