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GIRSANOV'S THEOREM ON ABSTRACT WIENER SPACES

GIRSANOV'S THEOREM ON ABSTRACT WIENER SPACES
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摘要 The moments and absolute continuity of measure valued branching Brownian motions with bounded interacting intensity are investigated. An estimate of higher order moments is obtained.The absolute continuity is verified in the one dimension case. This thereby verifies the conjecture of Méléard and Roelly in . The moments and absolute continuity of measure valued branching Brownian motions with bounded interacting intensity are investigated. An estimate of higher order moments is obtained.The absolute continuity is verified in the one dimension case. This thereby verifies the conjecture of Méléard and Roelly in .
作者 ZHAO XUELEI
机构地区 不详
出处 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 1997年第1期35-46,共12页 数学年刊(B辑英文版)
关键词 Interacting measure valued branching process Absolute continuity Branching Brownian motion Comparison lemma. Interacting measure valued branching process Absolute continuity Branching Brownian motion Comparison lemma.
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