Girsanov theorem for anticipative shifts on Poisson space
type: Item
instance of: scholarly article
title: Girsanov theorem for anticipative shifts on Poisson space
zbMATH Open document ID: 0838.60038
DOI: 10.1007/BF01303803
author: Nicolas Privault
publication date: 1996-05-27T00:00:00Z
review text: 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.
reviewed by: Nicolas Privault
Mathematics Subject Classification ID: 60G30
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60H07
zbMATH DE Number: 849089
zbMATH Keywords: absolute continuity of the image measure of the canonical Poisson probability measure under nonlinear shifts
zbMATH Keywords: Radon-Nikodym density
MaRDI profile type: Publication
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published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 849089