Transformation of Wiener measure under anticipative flows

DOI10.1007/BF01195390zbMath0767.60046MaRDI QIDQ1203906

Ali Süleyman Üstünel, Moshe Zakai

Publication date: 22 March 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

absolute continuityCameron-Martin spacenew representations for the Radon-Nikodym derivative

Mathematics Subject Classification ID

Sample path properties (60G17) Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Related Items (13)

Applications of the degree theorem to absolute continuity on Wiener space ⋮ Transformation of the Wiener measure under non-invertible shifts ⋮ Rotations and quasi-invariance on the path space ⋮ Random rotations of the Wiener path ⋮ Girsanov theorem for anticipative shifts on Poisson space ⋮ Computation of the kernels of Lévy functionals and applications ⋮ Gaussian measures on linear spaces ⋮ Measures induced on Wiener space by monotone shifts ⋮ Anticipative Markovian transformations on the Poisson space. ⋮ On the uniform integrability of the Radon-Nikodym densities for Wiener measure ⋮ 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

Cites Work

• Equations différentielles ordinaires: Non explosion et mesures quasi- invariantes
• Equations différentielles sur l'espace de Wiener et formules de Cameron- Martin non-linéaires
• Anticipative Girsanov transformations
• Lectures on stochastic differential equations and Malliavin calculus
• Generalized stochastic integrals and the Malliavin calculus
• Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space)
• L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel
• Gaussian measures in Banach spaces
• On nonlinear transformations of Gaussian measures
• Integration and Nonlinear Transformations In Hilbert Space
• Integration Theory on Infinite-Dimensional Manifolds
• The Transformation of Wiener Integrals by Nonlinear Transformations
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