Support theorem for diffusion processes on Hilbert spaces

DOI10.2977/PRIMS/1195170570MaRDI QIDQ2641005zbMATH OpenOpenAlexFDO

Authors Shigeki Aida

Publication date 1990

Published in Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2977/prims/1195170570

zbMATH Keywords

diffusion processsupport theoremHilbert-Schmidt operatorStratonovich correction term

Mathematics Subject Classification ID

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

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