Translated Brownian Motions and Associated Wick Products

DOI10.1080/07362990600751878zbMath1100.60029OpenAlexW2156140385MaRDI QIDQ5484529

Alberto Lanconelli

Publication date: 21 August 2006

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990600751878

zbMATH Keywords

stochastic differential equationsGirsanov's theorem

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic integrals (60H05) Stochastic integral equations (60H20)

Related Items (1)

A note on the invariance under change of measure for stochastic test functions and distribution spaces

Cites Work

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• A review of white noise analysis from a probabilistic standpoint
• An \(S\)-transform approach to integration with respect to a fractional Brownian motion
• ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION

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