An algebraic approach to the Cameron-Martin-Maruyama-Girsanov formula (Q2839635)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6187544
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An algebraic approach to the Cameron-Martin-Maruyama-Girsanov formula |
scientific article; zbMATH DE number 6187544 |
Statements
12 July 2013
0 references
Cameron-Martin formula
0 references
Maruyama-Girsanov formula
0 references
Wiener space
0 references
Cameron-Martin space
0 references
An algebraic approach to the Cameron-Martin-Maruyama-Girsanov formula (English)
0 references
0.7031887769699097
0 references
0.7016637921333313
0 references
0.6997398138046265
0 references
0.6993414759635925
0 references
