When does the Ramer formula look like the Girsanov formula?
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Publication:1201178
DOI10.1214/aop/1176989698zbMath0762.60029OpenAlexW1967390841MaRDI QIDQ1201178
Publication date: 17 January 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989698
Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Stochastic calculus of variations and the Malliavin calculus (60H07) Continuity and singularity of induced measures (60G30)
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Random rotations of the Wiener path ⋮ Gaussian measures on linear spaces ⋮ Quasi-invariance of Gaussian measures for the periodic Benjamin-Ono-BBM equation ⋮ Girsanov identities for Poisson measures under quasi-nilpotent transformations ⋮ Time reversal of Volterra processes driven stochastic differential equations ⋮ Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces ⋮ Differentiable measures and the Malliavin calculus ⋮ Dynamical systems generated by Sobolev class vector fields in finite and infinite dimensions ⋮ Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions
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