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On equivalence of a process of diffusion type in Hilbert space and a Wiener process. (Russian) Zbl 0702.60069
The equivalence of a random process $$\xi$$ (t) with values in a separable Hilbert space and a Wiener process W(t) defined on a finite interval $$<0,T>$$ is proved in the case that $\xi (t)=\int^{t}_{0}A(s)\xi (s)ds+W(t),\quad 0\leq t\leq T,$ where A(s) is a measurable operator function satisfying $$\int^{T}_{0}| A(s)|^ 2ds<\infty$$.
Reviewer: D.Jaruškova
##### MSC:
 60J60 Diffusion processes 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) 60J65 Brownian motion
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