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scientific article; zbMATH DE number 699486 - MaRDI portal

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Publication:4315066

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zbMath0811.60005MaRDI QIDQ4315066

Vidyadhar Mandrekar, Leszek Gawarecki

Publication date: 7 December 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

survey anticipative Girsanov theorem Radon Gaussian measure Ito-Ramer integral nonlinear transformation of a Radon Gaussian measure stochastic \(G\) derivative

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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