کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10527492 958871 2005 28 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals
چکیده انگلیسی
In this paper we study mutual absolute continuity, finiteness of relative entropy and the possibility of their equivalence for probability measures on C([0,∞);Rd) induced by diffusion processes. We also determine explicit events which distinguish between two mutually singular measures in certain one-dimensional cases.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 115, Issue 2, February 2005, Pages 179-206
نویسندگان
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