Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. I

DOI10.1007/S10559-011-9370-YMaRDI QIDQ464984zbMATH OpenOpenAlexFDO

Authors A. A. Fomin-Shatashvili, T. A. Fomina, A. D. Shatashvili

Publication date 30 October 2014

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10559-011-9370-y

zbMATH Keywords

equivalence of probability measuresHilbert-Schmidt operatorevolution differential equationsevolution family of bounded operatorsgenerating operatorRadon-Nikodym density

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuity and singularity of induced measures (60G30)

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• Defect subspaces and generalized resolvents of an Hermitian operator in the space \(\Pi_\kappa\)
• Nonlinear random equations with noncoercive operators in Banach spaces
• On equivalence of measures under some linear and nonlinear evolutionary transformations of Gaussian processes in Euclidean and Hilbert spaces
• On equivalence of probability measures induced by solutions of nonlinear differential equations in the Euclid space \(\mathbb R^n\), perturbed by Gaussian random fields
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• scientific article; zbMATH DE number 4136445 (Why is no real title available?)
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• On equivalence of probability measures induced by solutions of nonlinear differential equations in the Euclid space \(\mathbb R^n\), perturbed by Gaussian random fields
• Nonlinear evolution equations for measures on infinite dimensional spaces
• Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. II
• Optimal estimates in problems of extrapolation, filtration, and interpolation of functionals of random processes with values in a Hilbert space

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