ArticleOriginal scientific text

Title

Law equivalence of solutions of some linear stochastic equations in Hilbert spaces

Authors 1

Affiliations

  1. Institute of Mathematics, University of Mining and Metallurgy, Al. Mickiewicza 30, 30-059 Kraków, Poland

Abstract

Sufficient and necessary conditions for equivalence of the distributions of the solutions of some linear stochastic equations in Hilbert spaces are given. Some facts in the theory of perturbations of semigroup generators and Zabczyk's results on law equivalence are used.

Bibliography

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Pages:
269-284
Main language of publication
English
Received
1991-01-14
Accepted
1991-09-17
Published
1992
Exact and natural sciences