The absolute continuity of distributions of functionals of diffusion processes

DOI10.1070/RM1982V037N06ABEH004033MaRDI QIDQ3332016zbMATH OpenOpenAlexFDO

Authors 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)

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(12)

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• Fractional smoothness of functionals of diffusion processes under a change of measure
• Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes
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