On absolute continuity of Gaussian measure under nonlinear transformation. (Russian) Zbl 0399.60037

Skorokhod, A. V.; Shatashvili, A. D.

Teor. Veroyatn. Mat. Stat. 15, 139-151 (1976).

MSC:

60G30	Continuity and singularity of induced measures
60H10	Stochastic ordinary differential equations (aspects of stochastic analysis)

Keywords:

Stochastic Differential Equations; Absolute Continuity; Gaussian Measure