On transformations of Wiener space.
Journal of Applied Mathematics and Stochastic Analysis (1994)
- Volume: 7, Issue: 3, page 239-246
- ISSN: 2090-3332
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topSkorokhod, Anatoli V.. "On transformations of Wiener space.." Journal of Applied Mathematics and Stochastic Analysis 7.3 (1994): 239-246. <http://eudml.org/doc/47148>.
@article{Skorokhod1994,
author = {Skorokhod, Anatoli V.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {invertible transformation; Girsanov's theorem; sets of the second category; weak and strong solutions; Wiener measure; stochastic differential equations; unique weak solution},
language = {eng},
number = {3},
pages = {239-246},
publisher = {Hindawi Publishing Corporation, New York},
title = {On transformations of Wiener space.},
url = {http://eudml.org/doc/47148},
volume = {7},
year = {1994},
}
TY - JOUR
AU - Skorokhod, Anatoli V.
TI - On transformations of Wiener space.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1994
PB - Hindawi Publishing Corporation, New York
VL - 7
IS - 3
SP - 239
EP - 246
LA - eng
KW - invertible transformation; Girsanov's theorem; sets of the second category; weak and strong solutions; Wiener measure; stochastic differential equations; unique weak solution
UR - http://eudml.org/doc/47148
ER -
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