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WROCŁAW UNIVERSITY
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TECHNOLOGY

Contents of PMS, Vol. 13, Fasc. 1,
pages 7 - 17
 

EQUIVALENCE OF DISTRIBUTIONS OF SOME ORNSTEIN-UHLENBECK PROCESSES TAKING VALUES IN HILBERT SPACE

S. Peszat

Abstract: Sufficient conditions for equivalence of distributions in L2(0,T;H) of two Ornstein-Uhlenbeck processes taking values in a Hilbert space H are given. The Girsanov theorem and some facts in the theory of perturbations of semigroup generators are used.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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