Probability structure preserving and absolute continuity

DOI10.1016/S0246-0203(01)01104-9zbMath1002.60046MaRDI QIDQ1610201

Yaozhong Hu

Publication date: 19 August 2002

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2002__38_4_557_0

zbMATH Keywords

fractional Brownian motionRadon-Nikodym derivativeabsolute continuitystochastic integralanticipative Girsanov theoremprobability structure preserving mapping

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probability theory on linear topological spaces (60B11)

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