2019
Том 71
№ 9

All Issues

Logarithmic derivatives of diffusion measures in a Hilbert space

Bondarenko V. G.

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Abstract

For the logarithmic derivative of transition probability of a diffusion process in a Hilbert space, we construct a sequence of vector fields on Riemannian n-dimensional manifolds that converge to this derivative.

English version (Springer): Ukrainian Mathematical Journal 52 (2000), no. 4, pp 616-623.

Citation Example: Bondarenko V. G. Logarithmic derivatives of diffusion measures in a Hilbert space // Ukr. Mat. Zh. - 2000. - 52, № 4. - pp. 537-543.

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