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On the transformation of diffusion processes into the Wiener process

✍ Scribed by Luigi M Ricciardi


Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
623 KB
Volume
54
Category
Article
ISSN
0022-247X

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πŸ“œ SIMILAR VOLUMES


Flows Associated to Tangent Processes on
✍ Fernanda Cipriano; Ana Bela Cruzeiro πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 174 KB

We prove, under certain regularity assumptions on the coefficients, that tangent processes (namely semimartingales d! { =a dx { +b d{ where a is an antisymmetric matrix) generate flows on the classical Wiener space. Main applications of the result can be found in the study of the geometry of path sp