On transformations of Wiener space.
International Journal of Stochastic Analysis, Tome 7 (1994) no. 3, p. 239.
Voir la notice de l'article dans European Digital Mathematics Library
DOI :
10.1155/S1048953394000249
Classification :
60G99, 60H10, 60H99
Mots-clés : invertible transformation, Girsanov's theorem, sets of the second category, weak and strong solutions, Wiener measure, stochastic differential equations, unique weak solution
Mots-clés : invertible transformation, Girsanov's theorem, sets of the second category, weak and strong solutions, Wiener measure, stochastic differential equations, unique weak solution
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TY - JOUR AU - Skorokhod, Anatoli V. TI - On transformations of Wiener space. JO - International Journal of Stochastic Analysis PY - 1994 SP - 239 VL - 7 IS - 3 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000249/ DO - 10.1155/S1048953394000249 LA - en ID - 10_1155_S1048953394000249 ER -
%0 Journal Article %A Skorokhod, Anatoli V. %T On transformations of Wiener space. %J International Journal of Stochastic Analysis %D 1994 %P 239 %V 7 %N 3 %I mathdoc %U https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000249/ %R 10.1155/S1048953394000249 %G en %F 10_1155_S1048953394000249
Skorokhod, Anatoli V. On transformations of Wiener space.. International Journal of Stochastic Analysis, Tome 7 (1994) no. 3, p. 239. doi : 10.1155/S1048953394000249. https://geodesic-test.mathdoc.fr/articles/10.1155/S1048953394000249/
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