Finite-dimensional approximations of diffusion measures in a Hilbert space

DOI10.1007/BF02525129MaRDI QIDQ4512285zbMATHFDO

Authors V. G. Bondarenko

Publication date 1 November 2000

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

diffusion processfinite-dimensional approximationdiffusion measureItô equationabsolute continuity of diffusion measureperturbation of diffusion processtransaction probability

Mathematics Subject Classification ID

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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• Approximation of infinite-dimensional fleming-viot diffusions
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