Finite-dimensional approximations of diffusion measures in a Hilbert space

Authors

  • V. G. Bondarenko

Abstract

For transition probabilities of diffusion processes in a Hilbert space, we construct finite-dimensional approximations and establish sufficient conditions for the equivalence of such measures under perturbation of the diffusion operator.

Published

25.12.1999

Issue

Section

Research articles

How to Cite

Bondarenko, V. G. “Finite-Dimensional Approximations of Diffusion Measures in a Hilbert Space”. Ukrains’kyi Matematychnyi Zhurnal, vol. 51, no. 12, Dec. 1999, pp. 1587–1592, https://umj.imath.kiev.ua/index.php/umj/article/view/4763.