Applications of the degree theorem to absolute continuity on Wiener space (Q1326342)
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English | Applications of the degree theorem to absolute continuity on Wiener space |
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Applications of the degree theorem to absolute continuity on Wiener space (English)
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15 August 1994
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Let \((\Omega,H,P)\) be an abstract Wiener space and define a shift on \(\Omega\) by \(T(\omega)=\omega+F(\omega)\) where \(F\) is an \(H\)-valued random variable. We study the absolute continuity of the measures \(P \circ T^{-1}\) and \((\Lambda_ FP) \circ T^{-1}\) with respect to \(P\) by using the techniques of the degree theory of Wiener maps, where \[ \Lambda_ F=\text{det}_ 2 (1+\nabla F) \text{Exp} \{-\delta F- \textstyle{{1 \over 2}} | F |^ 2\}. \]
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Girsanov theorem
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abstract Wiener space
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absolute continuity
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Wiener maps
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