Transformations of Gaussian measures generated by the Levý Laplacian, and generalized traces (Q1385848)
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scientific article; zbMATH DE number 1148045
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transformations of Gaussian measures generated by the Levý Laplacian, and generalized traces |
scientific article; zbMATH DE number 1148045 |
Statements
Transformations of Gaussian measures generated by the Levý Laplacian, and generalized traces (English)
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23 June 1998
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The authors write: \dots{} this paper deals with a deduction of Cameron-Martin-Girsanov-Maruyama and Reimer formulas for the Gaussian measure generated by the Levý Laplacian, including the measure that corresponds to the Levý-Wiener process; in this formulas, we use both the Levý trace and Levý determinant. At first we describe some properties of logarithmic derivatives of cylindrical measures \dots{} No proofs are given.
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Levý Laplacian
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Levý trace
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logarithmic derivative
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Gaussian measure
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Wiener process
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cylindrical measures
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