A CHARACTERIZATION OF DIFFUSIONS BY THE STOCHASTIC CALCULUS OF VARIATIONS

被引：0
|
作者：
ROELLY, S
ZESSIN, H
机构：
[1] UNIV PARIS 06,PROBABIL LAB,CNRS,UA 0224,F-75252 PARIS 05,FRANCE
[2] UNIV BIELEFELD,FAK MATH,W-4800 BIELEFELD,GERMANY
来源：
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE | 1991年 / 313卷 / 05期
关键词：
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
The Wiener measure is characterized as the unique diffusion law solution of the "equilibrium condition" which expresses that the Skorohod integral is equivalent to the dual of the derivative operator on Wiener space. This result is extended to the characterization of a large class of Wiener measures with drift.
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页码：309 / 312
页数：4
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