Pinning class of the Wiener measure by a functional: Related martingales and invariance properties

DOI10.1007/s00440-003-0280-4zbMath1027.60037OpenAlexW2052555443MaRDI QIDQ1411600

Michèle Thieullen, Fabrice Baudoin

Publication date: 29 October 2003

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

Full work available at URL: https://doi.org/10.1007/s00440-003-0280-4

zbMATH Keywords

stochastic analysisinitial enlargement of filtrationsconditioned stochastic differential equationNewton martingaleNoether stochastic theoremsymmetries in stochastic calculus

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Martingales with continuous parameter (60G44) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

Related Items (1)

Conditioning and initial enlargement of filtration on a Riemannian manifold.

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