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Finite-dimensional approximations of diffusion measures in a Hilbert space

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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.

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Authors and Affiliations

  1. Kiev Polytechnic Institute, Kiev

    V. G. Bondarenko

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  1. V. G. Bondarenko
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 12, pp. 1587–1592, December, 1999.

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Bondarenko, V.G. Finite-dimensional approximations of diffusion measures in a Hilbert space. Ukr Math J 51, 1791–1798 (1999). https://doi.org/10.1007/BF02525129

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  • DOI: https://doi.org/10.1007/BF02525129

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