Singularity of two diffusions on \({\mathcal C}_ \infty\) (Q1314695): Difference between revisions

Let \(P\) and \(P'\) be two diffusions and let \(P'\) be Wiener which are absolutely continuous for each history up to time \(t\). They are shown to be singular on \(C_ \infty\), unless \(P\) is also Wiener.