A geometric approach to singularity for Hilbert space-valued SDEs

Yoon Tae Kim

Statistics & Probability Letters, 2001, vol. 52, issue 1, 35-45

Abstract: We find a geometric condition for singularity of measures which depend on the parameters appearing in Hilbert space-valued stochastic differential equations (SDEs) (or stochastic partial differential equations (SPDEs)).

Keywords: Stochastic; differential; equation; [alpha]-geodesic; Riemannian; metric; [alpha]-connection (search for similar items in EconPapers)
Date: 2001
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