Book contents
- Frontmatter
- Contents
- Preface
- Introduction: motivating examples
- PART ONE FOUNDATIONS
- PART TWO EXISTENCE AND UNIQUENESS
- PART THREE PROPERTIES OF SOLUTIONS
- 9 Markov property and Kolmogorov equation
- 10 Absolute continuity and the Girsanov theorem
- 11 Large time behavior of solutions
- 12 Small noise asymptotic behavior
- 13 Survey of specific equations
- 14 Some recent developments
- Appendix A Linear deterministic equations
- Appendix B Some results on control theory
- Appendix C Nuclear and Hilbert–Schmidt operators
- Appendix D Dissipative mappings
- References
- Index
10 - Absolute continuity and the Girsanov theorem
from PART THREE - PROPERTIES OF SOLUTIONS
Published online by Cambridge University Press: 05 May 2014
- Frontmatter
- Contents
- Preface
- Introduction: motivating examples
- PART ONE FOUNDATIONS
- PART TWO EXISTENCE AND UNIQUENESS
- PART THREE PROPERTIES OF SOLUTIONS
- 9 Markov property and Kolmogorov equation
- 10 Absolute continuity and the Girsanov theorem
- 11 Large time behavior of solutions
- 12 Small noise asymptotic behavior
- 13 Survey of specific equations
- 14 Some recent developments
- Appendix A Linear deterministic equations
- Appendix B Some results on control theory
- Appendix C Nuclear and Hilbert–Schmidt operators
- Appendix D Dissipative mappings
- References
- Index
Summary
- Type
- Chapter
- Information
- Stochastic Equations in Infinite Dimensions , pp. 282 - 299Publisher: Cambridge University PressPrint publication year: 2014