On the Absolute Continuity of Measures Corresponding to Diffusion Type Processes

DOI10.1137/1117017zbMATH Open0315.60043OpenAlexW2078183177MaRDI QIDQ4076593FDOQ4076593

Authors: M. P. Ershov 

Publication date: 1972

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1117017

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cited In (6)

• Non-anticipative representations of Banach space valued Gaussian processes with respect to Brownian motion
• Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales
• Transformations of the Brownian motion on a Riemannian symmetric space
• Infinite-dimensional Wiener processes with drift
• Scattering into cones and flux across surfaces in quantum mechanics: A pathwise probabilistic approach
• Convergence of Nelson diffusions

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