Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. II

DOI10.1007/s10559-012-9391-1zbMath1326.60091OpenAlexW4256068603MaRDI QIDQ380657

A. A. Fomin-Shatashvili, T. A. Fomina, A. D. Shatashvili

Publication date: 14 November 2013

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-012-9391-1

zbMATH Keywords

equivalence of probability measuresHilbert-Schmidt operatorevolution differential equationsevolution family of bounded operatorsgenerating operatorRadon-Nikodym density

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuity and singularity of induced measures (60G30)

Related Items (1)

Optimal estimates in problems of extrapolation, filtration, and interpolation of functionals of random processes with values in a Hilbert space

Cites Work

• Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. I
• Defect subspaces and generalized resolvents of an Hermitian operator in the space \(\Pi_\kappa\)
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. II