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On girsanov solutions of infinite dimensional SDEs

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Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 78))

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References

  1. J. Fritz: Gradient dynamics of finite point systems, Preprint No. 15 (1984), Math. Inst. Hungar. Acad.Sci. Budapest

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  2. M.Jerschow (Ershow): On absolute continuity of measures corresponding to diffusion type processes, Theory of Probability and Its Applic., 17,1 (1972)

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  3. R. Lang: Unendlich-dimensionale Wiederprozesse mit Wechselwirkung, Z. für Wahrscheinlichkeitstheorie und verw. Gebiete, 38 (1977), 55–72 (for a correction see T. Shiga: A Remark on Infinite-Dimensional Wiener Process with Interactions, ibid, 47 (1979), 299–304)

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  4. R.S. Liptser & A.N. Shiryayev: Statistics of Random Processes, Vol I, Springer-Verlag (1977)

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Authors and Affiliations

  1. Department of Mathematics, University of Essen, D-4300, Essen, Federal Republic of Germany

    M. Jerschow

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  1. M. Jerschow
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Norbert Christopeit Kurt Helmes Michael Kohlmann

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© 1986 Springer-Verlag

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Jerschow, M. (1986). On girsanov solutions of infinite dimensional SDEs. In: Christopeit, N., Helmes, K., Kohlmann, M. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 78. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0041164

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  • DOI: https://doi.org/10.1007/BFb0041164

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-16228-5

  • Online ISBN: 978-3-540-39767-0

  • eBook Packages: Springer Book Archive

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