论文标题
关于Girsanov变换与SPDE的Kolmogorov方程之间的关系
On the relation between the Girsanov transform and the Kolmogorov equations for SPDEs
论文作者
论文摘要
Girsanov Transform和Kolmogorov方程是研究SPDES的两种有用方法。结果表明，在适当的条件下，从Girsanov转换获得的系列扩展与Kolmogorov方程的迭代方案产生的序列相吻合。我们还采用迭代方法将Kolmogorov方程的良好姿势理论扩展到非线性项上的界限条件之外。
The Girsanov transform and Kolmogorov equations are two useful methods for studying SPDEs. It is shown that, under suitable conditions, the series expansion obtained from the Girsanov transform coincides with the one generated by an iteration scheme for Kolmogorov equations. We also apply the iteration approach to extend the well posedness theory for Kolmogorov equations beyond the boundedness condition on the nonlinear term.
