Girsanov theorem for anticipative shifts on Poisson space
We study the absolute continuity of the image measure of the canonical Poisson probability measure under nonlinear shifts. The Radon-Nikodym density function is expressed using a Carleman-Fredholm determinant and a divergence operator. Results are obtained for non-necessarily invertible transformations, under almost-sure differentiability hypothesis.
absolute continuity of the image measure of the canonical Poisson probability measure under nonlinear shifts
scientific article; zbMATH DE number 849089