Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations (Q971820): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: Wikidata QID (P12): Q58331055, #quickstatements; #temporary_batch_1707149277123 |
||
Property / Wikidata QID | |||
Property / Wikidata QID: Q58331055 / rank | |||
Normal rank |
Revision as of 18:30, 5 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations |
scientific article |
Statements
Cameron-Martin formula for the \(\sigma \)-finite measure unifying Brownian penalisations (English)
0 references
17 May 2010
0 references
Cameron-Martin formula
0 references
quasi-invariance
0 references
penalisation
0 references
Wiener integral
0 references