On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- 1 January 1960
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Theory of Probability and Its Applications
- Vol. 5 (3), 285-301
- https://doi.org/10.1137/1105027
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- On the Differentiability of Measures Which Correspond to Stochastic Processes. I. Processes with Independent IncrementsTheory of Probability and Its Applications, 1957
- Markov Processes and Semigroups of OperatorsTheory of Probability and Its Applications, 1956
- Convergence of Random Processes and Limit Theorems in Probability TheoryTheory of Probability and Its Applications, 1956
- Continuous Markov processes and stochastic equationsRendiconti del Circolo Matematico di Palermo Series 2, 1955
- On a Formula Concerning Stochastic DifferentialsNagoya Mathematical Journal, 1951