The absolute continuity of distributions of functionals of diffusion processes

DOI10.1070/RM1982V037N06ABEH004033zbMATH Open0543.60050OpenAlexW1975921661MaRDI QIDQ3332016FDOQ3332016

N. V. Smorodina

Publication date: 1982

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm1982v037n06abeh004033

zbMATH Keywords

infinitesimal operatorsabsolute continuity of distributions

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Continuity and singularity of induced measures (60G30)

Cited In (8)

• Title not available (Why is that?)
• Absolute continuity of the images of measures
• On Absolute Continuity of Feller's One-Dimensional Diffusion Processes
• Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit
• Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
• Continuity with respect to initial data and absolute-continuity approach to the first-order regularity of nonlinear diffusions on noncompact manifolds
• Fibering method in some probabilistic problems
• On the absolute continuity of distributions of occupation times

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