• DocumentCode
    3040547
  • Title

    Stochastic flows and Malliavin calculus

  • Author

    Baxendale, P.

  • Author_Institution
    University of Aberdeen, Aberdeen, Scotland
  • fYear
    1981
  • fDate
    16-18 Dec. 1981
  • Firstpage
    595
  • Lastpage
    599
  • Abstract
    The solution of a stochastic differential equation is considered as a process taking values in the group of diffeomorphisms of the state space. A classification theorem and a support theorem for such random flows are given. A perturbation argument using the Girsanov theorem yields results about the absolute continuity of measures induced by the random flow.
  • Keywords
    Calculus; Differential equations; Explosions; Extraterrestrial measurements; Fluid flow measurement; Hilbert space; Kernel; State-space methods; Stochastic processes; Topology;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1981.269277
  • Filename
    4047002
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3040547