scientific article; zbMATH DE number 512566

MaRDI QIDQ4281435zbMATH OpenFDO

Authors A. I. Kirillov

Publication date 29 November 1994

zbMATH Keywords

Brownian motion with drift in a Hilbert spaceergodic properties of a differential measureinvariant measurelogarithmic derivative of a measurereconstruction of a measure from its logarithmic derivativesstochastic equation

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Continuity and singularity of induced measures (60G30) Brownian motion (60J65)

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(7)

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• Differentiable measures and the Malliavin calculus
• On the double Laplace transform of the truncated variation of a Brownian motion with drift
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• On potential theory of hyperbolic Brownian motion with drift
• Coupling for drifted Brownian motion on an interval with redistribution from the boundary

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