The composition of Wiener functionals with non absolutely continuous shifts (Q1326277): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
(3 intermediate revisions by 2 users not shown) | |||
Property / author | |||
Property / author: Ali Süleyman Üstünel / rank | |||
Property / author | |||
Property / author: Moshe Zakai / rank | |||
Property / author | |||
Property / author: Ali Süleyman Üstünel / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Moshe Zakai / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Dirichlet forms and analysis on Wiener space / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4698310 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3038308 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The chain rule for differentiable measures / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Some relations among classes of \(\sigma\)-fields on Wiener space / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3468397 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3139099 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q3769715 / rank | |||
Normal rank |
Latest revision as of 15:54, 22 May 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The composition of Wiener functionals with non absolutely continuous shifts |
scientific article |
Statements
The composition of Wiener functionals with non absolutely continuous shifts (English)
0 references
14 July 1994
0 references
We study some classes of Wiener functionals whose elements can be composed with a nonlinear, non-absolutely continuous transformation of the form of perturbation of identity in the direction of Cameron-Martin space. We show that under certain conditions the image of the Wiener measure under the above transformation induces a generalized Wiener functional on certain Sobolev spaces generalizing the Radon-Nikodym relation to non-absolutely continuous transformations. A series representation for the generalized Radon-Nikodym derivative is presented and conditional expectations of some generalized random variables are considered.
0 references
Wiener functionals
0 references
Cameron-Martin space
0 references
generalized Wiener functional
0 references
Radon-Nikodym derivative
0 references
0 references