2005
DOI: 10.1016/j.spa.2004.08.005
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Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals

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Cited by 16 publications
(39 citation statements)
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“…The role of φ here is played by |b| 2 in the proof of Theorem 3 in [3].) Thus, part (ii) now also follows from (1.2).…”
Section: Corollary 2 Let Vmentioning
confidence: 83%
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“…The role of φ here is played by |b| 2 in the proof of Theorem 3 in [3].) Thus, part (ii) now also follows from (1.2).…”
Section: Corollary 2 Let Vmentioning
confidence: 83%
“…In order not to disrupt the exposition, we wait until the end of this section to explain how Theorem BA-P follows from [3].…”
Section: Introduction and Statement Of Resultsmentioning
confidence: 99%
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