Finite-dimensional approximations of diffusion measures in a Hilbert space (Q4512285)

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scientific article; zbMATH DE number 1524383
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    Finite-dimensional approximations of diffusion measures in a Hilbert space
    scientific article; zbMATH DE number 1524383

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      Finite-dimensional approximations of diffusion measures in a Hilbert space (English)
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      1 November 2000
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      diffusion process
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      Itô equation
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      transaction probability
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      finite-dimensional approximation
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      diffusion measure
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      absolute continuity of diffusion measure
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      perturbation of diffusion process
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