Random rotations of the Wiener path

DOI10.1007/BF01195481zbMath0832.60052MaRDI QIDQ1903100

Ali Süleyman Üstünel, Moshe Zakai

Publication date: 13 February 1996

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

zbMATH Keywords

Wiener measureabstract Wiener spaceabsolute continuitymeasure-preserving transformationquasi-nilpotent operatorEuclidean motion

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Continuity and singularity of induced measures (60G30)

Related Items (14)

Tangent processes on Wiener space ⋮ Moment identities for Poisson-Skorohod integrals and application to measure invariance ⋮ Cumulant operators and moments of the Itô and Skorohod integrals ⋮ Invariance of Poisson measures under random transformations ⋮ The vanishing of \(L^2\) harmonic one-forms on based path spaces ⋮ Girsanov identities for Poisson measures under quasi-nilpotent transformations ⋮ Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces ⋮ Conditionally Gaussian stochastic integrals ⋮ RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER 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 ⋮ Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals

Cites Work

• Unnamed Item
• When does the Ramer formula look like the Girsanov formula?
• Transformation of Wiener measure under anticipative flows
• Applications of the degree theorem to absolute continuity on Wiener space
• Transformation of the Wiener measure under non-invertible shifts
• On the convergence of sums of independent Banach space valued random variables
• The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures

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