Transformations of Gaussian measures generated by the Levý Laplacian, and generalized traces (Q1385848): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Luigi Accardi / rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Wojtek Slowikowski / rank | |||
| Property / author | |||
| Property / author: Luigi Accardi / rank | |||
Normal rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Wojtek Slowikowski / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 03:09, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transformations of Gaussian measures generated by the Levý Laplacian, and generalized traces |
scientific article |
Statements
Transformations of Gaussian measures generated by the Levý Laplacian, and generalized traces (English)
0 references
23 June 1998
0 references
The authors write: \dots{} this paper deals with a deduction of Cameron-Martin-Girsanov-Maruyama and Reimer formulas for the Gaussian measure generated by the Levý Laplacian, including the measure that corresponds to the Levý-Wiener process; in this formulas, we use both the Levý trace and Levý determinant. At first we describe some properties of logarithmic derivatives of cylindrical measures \dots{} No proofs are given.
0 references
Levý Laplacian
0 references
Levý trace
0 references
logarithmic derivative
0 references
Gaussian measure
0 references
Wiener process
0 references
cylindrical measures
0 references
