Singularity of two diffusions on \({\mathcal C}_ \infty\) (Q1314695)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Singularity of two diffusions on \({\mathcal C}_ \infty\) |
scientific article |
Statements
Singularity of two diffusions on \({\mathcal C}_ \infty\) (English)
0 references
27 March 1994
0 references
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.
0 references
singularity
0 references
diffusions
0 references
