{"entities":{"Q1610201":{"pageid":1620941,"ns":120,"title":"Item:Q1610201","lastrevid":68037327,"modified":"2026-04-12T21:01:15Z","type":"item","id":"Q1610201","labels":{"en":{"language":"en","value":"Probability structure preserving and absolute continuity"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1783425"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1610201$2F6CD2F1-99B0-403E-B9A6-1F5CFAD5A660","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"70d8d677f31725c597d9ffd31fff0c221411d912","datavalue":{"value":{"text":"Probability structure preserving and absolute continuity","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1610201$DAF8044A-BD46-4755-8143-447B7DE8D181","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3ae6223fc0bd2b9629341f9d7c089bc60884d450","datavalue":{"value":"1002.60046","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1610201$6EBC28C8-0F44-4E92-8D9E-D05B0C8A6C27","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"80dc5820a3f4b14eb8a356a024832cb463e75e3c","datavalue":{"value":"10.1016/S0246-0203(01)01104-9","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1610201$706CBFF3-4FFF-4CE2-B63C-957033311DCF","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e50b98d4fe165ab872f3c9ddd85cac88503f418c","datavalue":{"value":{"entity-type":"item","numeric-id":169877,"id":"Q169877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1610201$BEA3DA0D-3FE5-4DA8-AB2B-6F847FF46972","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0004237905b7322cb3b10a20c84f2f03323c8c30","datavalue":{"value":{"time":"+2002-08-19T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1610201$C9683D59-83E3-431A-96C2-97CB4C32DA94","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"7846280f60105f28a34a6d3b26d3a5a222eed5ad","datavalue":{"value":"http://www.numdam.org/item?id=AIHPB_2002__38_4_557_0","type":"string"},"datatype":"url"},"type":"statement","id":"Q1610201$7FF6C2C8-63D2-4B21-83A7-05F3AD631470","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"02ad3e7bc255d64b15a81dc841b9099b3061822d","datavalue":{"value":"https://eudml.org/doc/77725","type":"string"},"datatype":"url"},"type":"statement","id":"Q1610201$4AFDA60D-559F-45EA-BD01-C74A47AAF046","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"146079fd02d7ef61b51c1a12f1bf4c3a9f48c417","datavalue":{"value":"The probability structure preserving mapping (PSPM) in the sense that \\( V(F+G)= V(F)+V(G), V(FG)= V(F)V(G), E[F] = {\\tilde E}[V(F)]\\) for all elements \\(F\\) and \\(G\\) of the space \\(\\varepsilon\\) of finite linear combinations of the exponential functionals defined from an abstract Wiener space together with the corresponding expectation \\(E\\) (respectively, \\(V(F) \\in \\tilde {\\varepsilon}\\) with \\( \\tilde E\\)) is introduced similarly to a correspondence introduced in a previous article of the author and \\textit{P. A. Meyer} [in: Stochastic processes, 141-147 (1993; Zbl 0798.60057)] but a similar role is played by multiple It\u00f4 type integrals. A particular PSPM between Brownian motion and fractional Brownian motion (FBM) with Hurst parameter \\(H\\) is established to define stochastic integral for FBM and to prove a Girsanov type theorem on absolute continuity for FBM.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1610201$20F6C6AC-6761-4F61-A552-3CE2D7FF91B7","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1610201$10825E6D-8AC8-4BB7-B8CD-EAD9B430AE1B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6f662de1b095b502c93ec7a49ec0ea03ff85766","datavalue":{"value":"60H15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1610201$0CA25738-2038-480C-964F-EFFDC8919AAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5b42abfb7df685808d166fc80e35f1ce26f302b5","datavalue":{"value":"60B11","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1610201$A8F0E954-4AEE-4219-9278-909E9F116505","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c2868f636e2e661d57a2d52adeb8eb5345385296","datavalue":{"value":"28B20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1610201$5B7D6B8A-BCC3-41C9-86E5-14E6D6E794D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4187c789cd3cc2284fdbe869bc1aa730ffdee026","datavalue":{"value":"60H07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1610201$C36E59C4-286F-4558-9687-2B06C24026D3","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"11f021c1e363db4e272a5ced6de24a68cd256ee9","datavalue":{"value":"1783425","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1610201$A716EB10-CE99-46D1-AD85-BDEE80813731","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"48529aee5261c9da398cf73083920b4ac7f8fab5","datavalue":{"value":"stochastic integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q1610201$2017F820-FF19-426B-B8CB-9BC18075628B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3baad2a363fb9a58952a403404934a8a9ef72f77","datavalue":{"value":"probability structure preserving mapping","type":"string"},"datatype":"string"},"type":"statement","id":"Q1610201$B4C2835C-5AB2-4EB4-BCCB-84D9DDCB57BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dfe0bbb9fe3586faf0fac78c0d6dedc6cde4c007","datavalue":{"value":"absolute continuity","type":"string"},"datatype":"string"},"type":"statement","id":"Q1610201$0FA30B13-766B-4922-9E26-7BA427A6D486","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6602006d6ccebfb0f7bf021d4b9c5fbb0554e04a","datavalue":{"value":"fractional Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q1610201$79277B7F-5D60-4A5D-AB7B-0938D7C7C6E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ac80e88d2244c0f7684d5b391e1bc754507399da","datavalue":{"value":"Radon-Nikodym derivative","type":"string"},"datatype":"string"},"type":"statement","id":"Q1610201$731197D7-72D7-4835-8C6D-197B21CA21C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cf61bf0c15d755ddb287eb9d01f1670ec818e8c4","datavalue":{"value":"anticipative Girsanov theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q1610201$BA9CCA41-6B4C-4129-B96D-9BAAB4FF2BEF","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"bdc3e17af6d166fc4f25b3031ccf7782265387d7","datavalue":{"value":{"entity-type":"item","numeric-id":358620,"id":"Q358620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1610201$83EF190D-FA1B-4075-9B05-34CDA4F464D1","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1610201$98E57765-04B1-4AE9-BE69-BE4F61F5A392","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8f167fa4ea57c6d74865a80519f4920b790b119b","datavalue":{"value":{"entity-type":"item","numeric-id":4943736,"id":"Q4943736"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b0e4c74f1663f266e22c153705529784ea61508d","datavalue":{"value":{"amount":"+0.7395389080047607","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1610201$64ED54AE-764C-4DBF-BFA8-DE4AE3140067","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"900cf73cbfced57dc3643d90a7c057fad57dd4a9","datavalue":{"value":{"entity-type":"item","numeric-id":3160499,"id":"Q3160499"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d6f07bb10985e2102177bcb1af855c56d55246b2","datavalue":{"value":{"amount":"+0.7276389598846436","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1610201$9B22069B-07E6-4CBF-BE6A-4553174F271A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0a6232253d74afbb7745c0af34a5c3ff6bcda24b","datavalue":{"value":{"entity-type":"item","numeric-id":4950767,"id":"Q4950767"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"98f1278e17aca2d98dbc5b290335d8d3a9cc7ec9","datavalue":{"value":{"amount":"+0.7256106734275818","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1610201$3CDF3A2F-2244-47E3-BAE3-962974009F63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ae62ca45aba07f16ae64d790ee05b4f6b4cf725d","datavalue":{"value":{"entity-type":"item","numeric-id":3043438,"id":"Q3043438"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5f16a7252edba1fd203bef7fcdff7f9f16132044","datavalue":{"value":{"amount":"+0.7255512475967407","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1610201$22BB3C29-8C37-44D2-9C62-2C9AE80B081E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1568cae7e9b2e9f319a303d180e631e68eab048c","datavalue":{"value":{"entity-type":"item","numeric-id":3022807,"id":"Q3022807"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"43f6067cfbcb1feab8e4bb397bbc11a3970c171f","datavalue":{"value":{"amount":"+0.7220355272293091","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1610201$D24A5C58-5819-4795-995D-C32773EE71A8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Probability structure preserving and absolute continuity","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Probability_structure_preserving_and_absolute_continuity"}}}}}