Finite-dimensional approximations of diffusion measures in a Hilbert space
DOI10.1007/BF02525129zbMATH Open0957.60089MaRDI QIDQ4512285FDOQ4512285
Authors: V. G. Bondarenko 
Publication date: 1 November 2000
Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)
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diffusion processfinite-dimensional approximationdiffusion measureItô equationabsolute continuity of diffusion measureperturbation of diffusion processtransaction probability
Convergence of probability measures (60B10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integral equations (60H20) Probabilistic measure theory (60A10)
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- Title not available (Why is that?)
- A countable representation of the Fleming-Viot measure-valued diffusion
- Approximation of infinite-dimensional fleming-viot diffusions
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- FINITE DIMENSIONAL APPROXIMATIONS OF DIFFUSION PROCESSES ON BANACH SPACES
- Diffusion on a Hilbert space equipped with a shift- and rotation-invariant measure
- Support theorem for diffusion processes on Hilbert spaces
- Finite, integrable and bounded time embeddings for diffusions
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