Some necessary and sufficient conditions of the equivalence of two Gaussian measures induced by solutions of differential equations in an Euclid and a Hilbert spaces

DOI10.1515/156939703771891879zbMath1088.60067OpenAlexW4233148786MaRDI QIDQ5467635

T. A. Fomina, A. D. Shatashvili

Publication date: 24 May 2006

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939703771891879

zbMATH Keywords

elliptic differential equationHilbert-Schmidt operatorboundary Dirichlet problem

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic measure theory (60A10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (3)

Equivalence of the probability measures generated by the solutions of nonlinear evolution differential equations in a Hilbert space, disturbed by Gaussian processes. I ⋮ A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. I ⋮ A method for efficient computation of optimal estimates in the extrapolation of solutions of nonlinear evolutionary differential equations in a Hilbert space. II

Cites Work

• Correction to Equivalence and perpendicularity of Gaussian processes
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