Probability structure preserving and absolute continuity

DOI10.1016/S0246-0203(01)01104-9MaRDI QIDQ1610201zbMATH OpenFDO

Authors Yaozhong Hu

Publication date 19 August 2002

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2002__38_4_557_0, https://eudml.org/doc/77725

zbMATH Keywords

fractional Brownian motionabsolute continuityRadon-Nikodym derivativestochastic integralanticipative Girsanov theoremprobability structure preserving mapping

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05) Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20)

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Cited in

(4)

• Statistical ward continuity
• Persistently unbounded probability densities
• General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations
• Variational solutions for partial differential equations driven by a fractional noise

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