ON THE ABSOLUTE CONTINUITY OF MEASURES CORRESPONDING TO PROCESSES OF DIFFUSION TYPE RELATIVE TO A WIENER MEASURE

DOI10.1070/IM1972v006n04ABEH001903zbMath0267.60079OpenAlexW2024651754MaRDI QIDQ5684057

Albert N. Shiryaev, Robert Sh. Liptser

Publication date: 1973

Published in: Mathematics of the USSR-Izvestiya (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/im1972v006n04abeh001903

Mathematics Subject Classification ID

Gaussian processes (60G15) Diffusion processes (60J60) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Continuity and singularity of induced measures (60G30) Markov processes (60Jxx)

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