Nonlinear transformations on the Wiener space

DOI10.1214/AOP/1176989015MaRDI QIDQ1317238zbMATH OpenOpenAlexFDO

Authors Andrew Lyasoff

Publication date 3 January 1995

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176989015

zbMATH Keywords

Malliavin derivativefactorization techniqueabstract Wiener spaceSkorokhod integralintegral kernelsCarleman-Fredholm determinantCameron-Martin- Girsanov formulaGokhberg-Krejn factorizationtransformations of Wiener measure

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Probability measures on topological spaces (60B05) Probability theory on linear topological spaces (60B11) (Semi-) Fredholm operators; index theories (47A53) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Stochastic integrals (60H05) Measures and integration on abstract linear spaces (46G12)

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