scientific article

zbMath0765.60049MaRDI QIDQ4029014

Ognian B. Enchev

Publication date: 28 March 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Fredholm operatorGirsanov theoremSkorokhod integralfactorization theoryGokhberg-Krejn factorizationanticipative Girsanov transformationanticipative stochastic analysis

Mathematics Subject Classification ID

Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Measures and integration on abstract linear spaces (46G12) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)

Related Items (1)

Transformation of the Wiener measure under non-invertible shifts

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