On anticipative Girsanov transformations for Lévy processes
The smooth approach to Malliavin calculus for Lévy processes in the author's paper [J. Theor. Probab. 22, No. 2, 441--473 (2009; Zbl 1166.60032)] is used to study time-anticipative Girsanov transformations for a large class of Lévy processes by means of the substitution rule in finite-dimensional analysis.
scientific article; zbMATH DE number 5576006