Abstract
For the logarithmic derivative of transition probability of a diffusion process in a Hilbert space, we construct a sequence of vector fields on Riemannian n-dimensional manifolds that converge to this derivative.
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References
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Bondarenko, V.G. Logarithmic derivatives of diffusion measures in a Hilbert space. Ukr Math J 52, 616–623 (2000). https://doi.org/10.1007/BF02515401
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DOI: https://doi.org/10.1007/BF02515401