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Some properties of measures corresponding to random fields of diffusion type on the plane. (English. Ukrainian original) Zbl 0861.60061

Theory Probab. Math. Stat. 50, 71-76 (1995); translation from Teor. Jmovirn. Mat. Stat. 50, 70-75 (1994).
Summary: The Radon-Nikodým derivative of the measure corresponding to a diffusion field over the Wiener measure is proved to be a solution of a stochastic differential equation of special form. Under additional conditions, the type of a random field whose measure is absolutely continuous with respect to the Wiener measure is established.

MSC:

60G60 Random fields
60J60 Diffusion processes
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