Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces (Q1762333): Difference between revisions

In an abstract setting, which can be applied to the Wiener space, the path space over a Lie group, and the Poisson space, consider the divergence operator \(\delta\) (or the Skorohod integral). Various formulae are proved for the derivative of the Laplace transform \(\lambda\mapsto \operatorname{E}[e^{\lambda\delta(u)}]\). These expressions are used for measure characterisation and to prove the invariance of some transformations.