Nonlinear transformations on the Wiener space

DOI10.1214/aop/1176989015zbMath0803.60048OpenAlexW2104603361MaRDI QIDQ1317238

Ognian B. Enchev

Publication date: 3 January 1995

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989015

zbMATH Keywords

abstract Wiener spaceSkorokhod integralMalliavin derivativefactorization techniqueintegral kernelsCarleman-Fredholm determinantCameron-Martin- Girsanov formulaGokhberg-Krejn factorizationtransformations of Wiener measure

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) (Semi-) Fredholm operators; index theories (47A53) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Measures and integration on abstract linear spaces (46G12) Probability theory on linear topological spaces (60B11)

Related Items (4)

Some sufficient conditions for Novikov’s criterion ⋮ Gaussian measures on linear spaces ⋮ Randomness and nonlinear evolution equations ⋮ Differentiable measures and the Malliavin calculus

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