Girsanov theorem for anticipative shifts on Poisson space (Q1908539)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Girsanov theorem for anticipative shifts on Poisson space |
scientific article |
Statements
Girsanov theorem for anticipative shifts on Poisson space (English)
0 references
27 May 1996
0 references
We study the absolute continuity of the image measure of the canonical Poisson probability measure under nonlinear shifts. The Radon-Nikodym density function is expressed using a Carleman-Fredholm determinant and a divergence operator. Results are obtained for non-necessarily invertible transformations, under almost-sure differentiability hypothesis.
0 references
absolute continuity of the image measure of the canonical Poisson probability measure under nonlinear shifts
0 references
Radon-Nikodym density
0 references
0 references
0 references