On transformations of Wiener space

DOI10.1155/S1048953394000249zbMATH Open0812.60053OpenAlexW1972042586MaRDI QIDQ1344646FDOQ1344646

Anatolii V. Skorokhod

Publication date: 13 February 1995

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47148

zbMATH Keywords

stochastic differential equationsWiener measureGirsanov's theoremunique weak solutionweak and strong solutionsinvertible transformationsets of the second category

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic processes (60G99) Stochastic analysis (60H99)

Cited In (7)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonlinear transformations on the Wiener space
• Transfer Functions for Pairs of Wandering Subspaces
• On Ulam-von Neumann transformations
• The Wiener transform on the Besicovitch spaces
• Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation

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