Geodesic
On the equivalence of Gaussian measures corresponding to the solutions of stochastic differential equations
Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 2, pp. 429-433

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Let Gaussian measures $P_1$ and $P_2$ correspond to the solutions of stochastic differential equations $\mathscr P_i\xi(t)=\xi^\ast(t)$, $i=1,2,\dots$ in bounded domain $T\subseteq R^d$, where $\mathscr P_1$ and $\mathscr P_2$ are some elliptic operators of order $2l$. It is shown that $P_1$ and $P_2$ are equivalent if $ 2l-q>d/2$ where $q$ is the order of $\mathscr P_2-\mathscr P_1$. 
@article{TVP_1983_28_2_a19,
     author = {S. D. Sokolova},
     title = {On the equivalence of {Gaussian} measures corresponding to the solutions of stochastic differential equations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {429--433},
     publisher = {mathdoc},
     volume = {28},
     number = {2},
     year = {1983},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1983_28_2_a19/}
}
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S. D. Sokolova. On the equivalence of Gaussian measures corresponding to the solutions of stochastic differential equations. Teoriâ veroâtnostej i ee primeneniâ, Tome 28 (1983) no. 2, pp. 429-433. http://geodesic.mathdoc.fr/item/TVP_1983_28_2_a19/