| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527492 | Stochastic Processes and their Applications | 2005 | 28 Pages |
Abstract
In this paper we study mutual absolute continuity, finiteness of relative entropy and the possibility of their equivalence for probability measures on C([0,â);Rd) induced by diffusion processes. We also determine explicit events which distinguish between two mutually singular measures in certain one-dimensional cases.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Iddo Ben-Ari, Ross G. Pinsky,