Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations (Q2259125)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations |
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Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations (English)
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27 February 2015
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infinite-dimensional stochastic evolution equations
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Girsanov transformation
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Burgers-KPZ type equations
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path-independence
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Galerkin approximation
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stochastic heat equation
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Fréchet differentiation
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