On absolute continuity of two symmetric diffusion processes

On some probability densities and symmetry properties of two dimensional diffusion processes

NOBILE, Amelia Giuseppina
DI CRESCENZO, Antonio
GIORNO, Virginia
Luigi Maria Ricciardi

January 1989

We consider a class of two-dimensional time-homogeneous diffusion processes whose transition p.d.f...

Absolute continuity of distributions of solutions of anticipating stochastic differential equations

Masuda, Takao

February 1991

AbstractWe consider a stochastic differential equation with anticipating initial value and drift, an...

Continuity of symmetric stable processes

Nolan, John P

April 1989

AbstractThe path continuity of a symmetric p-stable process is examined in terms of any stochastic i...

Symmetric Infinitely Divisible Processes with Sample Paths in Orlicz Spaces and Absolute Continuity of Infinitely Divisible Processes

Braverman, M.
Samorodnitsky, G.

June 1996

Symmetric Infinitely Divisible Processes with Sample Paths in Orlicz Spaces and Absolute Continuity ...

Boundary conditions in the diffusion limit

Babovsky, H.
Kaiserslautern Univ. (Germany). Fachbereich Mathematik

January 1985

SIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Kar...

Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals

Iddo Ben-ari
Ross G. Pinsky

January 2005

In this paper we study mutual absolute continuity, finiteness of relative entropy and the possibilit...

Symmetric diffusion operators on infinite dimensional spaces

Long, H.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021056 / BLDSC - British Library D...

Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes

Braverman, Michael
Samorodnitsky, Gennady

October 1998

AbstractWe give necessary and sufficient conditions under which a symmetric measurable infinitely di...

Pathwise conservation law for stationary diffusion processes

Blanchard, P.
Weian Zheng (Bielefeld Univ. (Germany). Zentrum fuer Interdisziplinaere Forschung (ZIF))
Bielefeld Univ. (Germany). Forschungszentrum Bielefeld-Bochum-Stochastik (BiBoS)

January 1985

SIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Kar...

Absolute continuity of a law of an Itô process driven by a Lévy process to another Itô process

Erika Hausenblas

January 2011

Abstract: Let ξ1 and ξ2 be two solutions of two stochastic differential equa-tions with respect to L...

Stochastic variational principle and diffusion processes

Blanchard, P.
Weian Zheng (Bielefeld Univ. (Germany). Interdisziplinaeres Zentrum fuer Hochschuldidaktik
Bielefeld Univ. (Germany). Forschungszentrum Bielefeld-Bochum-Stochastik (BiBoS))
Bielefeld Univ. (Germany). Forschungszentrum Bielefeld-Bochum-Stochastik (BiBoS)

January 1985

SIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Kar...

Absolute continuity for some one-dimensional processes

Fournier, Nicolas
Printems, Jacques

January 2010

International audienceWe introduce an elementary method for proving the absolute continuity of the t...

Absolute Continuity of Lévy Processes in Infinite Dimensional Spaces∗

Shun-xiang Ouyang

January 2009

Necessary and sufficient conditions for the absolute continuity of Lévy processes in infinite dimen...

Absolute continuity of Wiener processes

Shale, David

March 1973

AbstractBy a Wiener process we mean a countably additive random measure taking independent values on...

Filtration and nonlinear diffusion processes

Hoffmann, K.H. (Muenchen Technische Univ. (Germany). Inst. fuer Angewandte Mathematik und Statistik)
Knabner, P. (Institut fuer Angewandte Analysis und Stochastik (IAAS), Berlin (Germany)) (eds.)
Institut fuer Angewandte Analysis und Stochastik (IAAS), Berlin (Germany)

January 1992

SIGLEAvailable from TIB Hannover: RR 3285(1)+a / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Te...

On some probability densities and symmetry properties of two dimensional diffusion processes

NOBILE, Amelia Giuseppina
DI CRESCENZO, Antonio
GIORNO, Virginia
Luigi Maria Ricciardi

January 1989

We consider a class of two-dimensional time-homogeneous diffusion processes whose transition p.d.f...

Absolute continuity of distributions of solutions of anticipating stochastic differential equations

Masuda, Takao

February 1991

AbstractWe consider a stochastic differential equation with anticipating initial value and drift, an...

Continuity of symmetric stable processes

Nolan, John P

April 1989

AbstractThe path continuity of a symmetric p-stable process is examined in terms of any stochastic i...

Symmetric Infinitely Divisible Processes with Sample Paths in Orlicz Spaces and Absolute Continuity of Infinitely Divisible Processes

Braverman, M.
Samorodnitsky, G.

June 1996

Symmetric Infinitely Divisible Processes with Sample Paths in Orlicz Spaces and Absolute Continuity ...

Boundary conditions in the diffusion limit

Babovsky, H.
Kaiserslautern Univ. (Germany). Fachbereich Mathematik

January 1985

SIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Kar...

Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals

Iddo Ben-ari
Ross G. Pinsky

January 2005

In this paper we study mutual absolute continuity, finiteness of relative entropy and the possibilit...

Symmetric diffusion operators on infinite dimensional spaces

Long, H.

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN021056 / BLDSC - British Library D...

Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes

Braverman, Michael
Samorodnitsky, Gennady

October 1998

AbstractWe give necessary and sufficient conditions under which a symmetric measurable infinitely di...

Pathwise conservation law for stationary diffusion processes

Blanchard, P.
Weian Zheng (Bielefeld Univ. (Germany). Zentrum fuer Interdisziplinaere Forschung (ZIF))
Bielefeld Univ. (Germany). Forschungszentrum Bielefeld-Bochum-Stochastik (BiBoS)

January 1985

SIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Kar...

Absolute continuity of a law of an Itô process driven by a Lévy process to another Itô process

Erika Hausenblas

January 2011

Abstract: Let ξ1 and ξ2 be two solutions of two stochastic differential equa-tions with respect to L...

Stochastic variational principle and diffusion processes

Blanchard, P.
Weian Zheng (Bielefeld Univ. (Germany). Interdisziplinaeres Zentrum fuer Hochschuldidaktik
Bielefeld Univ. (Germany). Forschungszentrum Bielefeld-Bochum-Stochastik (BiBoS))
Bielefeld Univ. (Germany). Forschungszentrum Bielefeld-Bochum-Stochastik (BiBoS)

January 1985

SIGLECopy held by FIZ Karlsruhe; available from UB/TIB Hannover / FIZ - Fachinformationszzentrum Kar...

Absolute continuity for some one-dimensional processes

Fournier, Nicolas
Printems, Jacques

January 2010

International audienceWe introduce an elementary method for proving the absolute continuity of the t...

Absolute Continuity of Lévy Processes in Infinite Dimensional Spaces∗

Shun-xiang Ouyang

January 2009

Necessary and sufficient conditions for the absolute continuity of Lévy processes in infinite dimen...

Absolute continuity of Wiener processes

Shale, David

March 1973

AbstractBy a Wiener process we mean a countably additive random measure taking independent values on...

Filtration and nonlinear diffusion processes

Hoffmann, K.H. (Muenchen Technische Univ. (Germany). Inst. fuer Angewandte Mathematik und Statistik)
Knabner, P. (Institut fuer Angewandte Analysis und Stochastik (IAAS), Berlin (Germany)) (eds.)
Institut fuer Angewandte Analysis und Stochastik (IAAS), Berlin (Germany)

January 1992

SIGLEAvailable from TIB Hannover: RR 3285(1)+a / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Te...

On some probability densities and symmetry properties of two dimensional diffusion processes

NOBILE, Amelia Giuseppina
DI CRESCENZO, Antonio
GIORNO, Virginia
Luigi Maria Ricciardi

January 1989

We consider a class of two-dimensional time-homogeneous diffusion processes whose transition p.d.f...

Absolute continuity of distributions of solutions of anticipating stochastic differential equations

Masuda, Takao

February 1991

AbstractWe consider a stochastic differential equation with anticipating initial value and drift, an...

Continuity of symmetric stable processes

Nolan, John P

April 1989

AbstractThe path continuity of a symmetric p-stable process is examined in terms of any stochastic i...

On absolute continuity of two symmetric diffusion processes

Abstract

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On absolute continuity of two symmetric diffusion processes

Abstract

Extracted data

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