Decreasing sequences of \(\sigma\)-fields and a measure change for Brownian motion. II
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Publication:2563939
DOI10.1214/aop/1039639368zbMath0870.60079OpenAlexW4237184280WikidataQ57378402 ScholiaQ57378402MaRDI QIDQ2563939
B. S. Tsirel'son, Jacob Feldman
Publication date: 1 September 1997
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1039639368
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) General theory of stochastic processes (60G07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)
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