Transformation of measures in infinite-dimensional spaces by the flow induced by a stochastic differential equation

DOI10.1070/SM2003v194n04ABEH000729zbMath1076.60051OpenAlexW2102017556WikidataQ115317371 ScholiaQ115317371MaRDI QIDQ4658195

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Publication date: 16 March 2005

Published in: Sbornik: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/sm2003v194n04abeh000729

zbMATH Keywords

Wiener processesGaussian measureRadon-Nikodym densitiesCameron-Martin space

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

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Transformation of Gaussian measure by infinite-dimensional stochastic flow

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