Found 5 Documents (Results 1–5)
Representations for functionals of Hilbert space valued diffusions. (English) Zbl 0922.60030
McEneaney, William M. (ed.) et al., Stochastic analysis, control, optimization and applications. A volume in honor of Wendell H. Fleming, on the occasion of his 70th birthday. Boston: Birkhäuser. 1-20 (1999).
Reviewer: Nina Gantert (Berlin)
MSC:
60F10
Weak convergence to a Markov process: The martingale approach. (English) Zbl 0794.60074
Reviewer: A.G.Bhatt
Ornstein-Uhlenbeck processes as Bernstein processes. (English) Zbl 0783.60071
Nualart, David (ed.) et al., Barcelona seminar on stochastic analysis, St. Feliu de Guíxols, Spain, 1991. Basel: Birkhäuser Verlag. Prog. Probab. 32, 40-61 (1993).
MSC:
60J60
Diffusion processes in Hilbert space and likelihood ratios. (English) Zbl 0604.60078
Real and stochastic analysis, Wiley Ser. Probab. Math. Stat., Probab. Math. Stat., 168-210 (1986).
Reviewer: R.Curtain
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