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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 2, Pages 429–433 (Mi tvp2310)

This article is cited in 1 paper

Short Communications

On the equivalence of Gaussian measures corresponding to the solutions of stochastic differential equations

S. D. Sokolova

Moscow

Abstract: Let Gaussian measures $P_1$ and $P_2$ correspond to the solutions of stochastic differential equations $\mathscr P_i\xi(t)=\xi^\ast(t)$, $i=1,2,\dots$ in bounded domain $T\subseteq R^d$, where $\mathscr P_1$ and $\mathscr P_2$ are some elliptic operators of order $2l$. It is shown that $P_1$ and $P_2$ are equivalent if $ 2l-q>d/2$ where $q$ is the order of $\mathscr P_2-\mathscr P_1$.

Received: 05.01.1983


 English version:
Theory of Probability and its Applications, 1984, 28:2, 451–454

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