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Equivalence of distrubutions of some Ornstein-Uhlenbeck processes taking values in Hilbert space
Equivalence of distrubutions some Ornstein-Uhlenbeck processes Hilbert space
2009/9/23
Sufficient conditions for equivalence of distributions in
LZ(O,T , H) of two Ornstein-Uhlenbeck processes taking values in
a Hilbert space H are given. The Girsanov theorem and some facts in
the th...