On the Strong Convergence of a Sequence of Diffusion Type Processes
S. I. Pisanets · Theory of Probability and Its Applications · 1980
Previous article Next article On the Strong Convergence of a Sequence of Diffusion Type ProcessesS. I. PisanetsS. I. Pisanetshttps://doi.org/10.1137/1124102PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] S. I. Pisanec, Measures that correspond to diffusion processes, Dokl. Akad. Nauk SSSR, 212 (1973), 44–45 MR0331532 0297.60039 Google Scholar[2] S. I. Pisanets, Masters Thesis, On a Class of Diffusion Processes with Corresponding Measures Equivalent to the Wiener Measure, Candidate Thesis, Inst. Mat. Akad. Nauk Uk. SSR, (In Russian.), 1974 Google Scholar[3] I. I. Gikhman and , A. V. Skorokhod, Stochastic Differential Equations, Springer-Verlag, New York, 1972 0242.60003 CrossrefGoogle Scholar[4] A. K. Zvonkin and , N. V. Krylov, Strong solutions of stochastic differential equations, Proceedings of the School and Seminar on the Theory of Random Processes (Druskininkai, 1974), Part II (Russian), Inst. Fiz. i Mat. Akad. Nauk Litovsk. SSR, Vilnius, 1975, 9–88 MR0426154 Google Scholar[5] I˘. Ī. Gīhman and , A. V. Skorohod, Controlled stochastic processes, Springer-Verlag, New York, 1979vii+237, vol. 3 MR544839 0404.60061 CrossrefGoogle Scholar[6] R. Sh. Liptser and , A. N. Shiryaev, Statistics of Stochastic Processes, Vol. 1, Springer-Verlag, New York, 1977 Google Scholar[7] M. P. Ershov, On absolute continuity of measures corresponding to diffusion type processes, Theory Prob. Applications, 17 (1972), 169–173 10.1137/1117017 0315.60043 LinkGoogle Scholar[8] N. I. Akhiezer and , I. M. Glazman, Theory of Linear Operators in Hilbert Space, Vol. 1, 2, Frederick Ungar, N.Y., 1961, 1963 Google Scholar[9] I. V. Girsanov, On transforming a class of stochastic processes by absolutely continuous substitution of measures, Teor. Verojatnost. i Primenen., 5 (1960), 314–330 MR0133152 0100.34004 Google Scholar Previous article Next article FiguresRelatedReferencesCited ByDetails Volume 24, Issue 4| 1980Theory of Probability & Its Applications675-896 History Submitted:10 October 1977Published online:17 July 2006 InformationCopyright © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1124102Article page range:pp. 863-869ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics