Anticipative Girsanov transformations (Q756276)

The transformation of the measure induced by \((W+\int^{\bullet}_{0}K_ sds)\) with \((K_ s)\) possibly anticipating the Wiener process \((W_ s)\) is discussed, a Girsanov type theorem under rather weak assumptions on \((K_ s)\) is derived and the density of this transformation is computed, which includes an explicit expression for the Carleman-Fredholm determinant \(d_ c(-DK)\).