Girsanov transform for symmetric diffusions with infinite dimensional state space

DOI10.1214/aop/1176989277zbMath0776.60093OpenAlexW2066085115MaRDI QIDQ686777

Michael Roeckner, Sergio A. Albeverio, Tu-Sheng Zhang

Publication date: 11 October 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989277

zbMATH Keywords

Dirichlet formcapacitiesFukushima decompositionCameron-Martin-Girsanov-Maruyama transform

Mathematics Subject Classification ID

Dirichlet forms (31C25) Diffusion processes (60J60) Continuity and singularity of induced measures (60G30)

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