Transformation of Wiener measure under anticipative flows (Q1203906)

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Transformation of Wiener measure under anticipative flows
scientific article

    Statements

    title
    Transformation of Wiener measure under anticipative flows (English)
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    author
    Moshe Zakai
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    publication date
    22 March 1993
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    zbMATH Keywords
    Cameron-Martin space
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    new representations for the Radon-Nikodym derivative
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    absolute continuity
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    Identifiers

    DOI
    10.1007/BF01195390
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    Mathematics Subject Classification ID
    60H05
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    60G20
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    60G17
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    zbMATH DE Number
    123685
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