On anticipative Girsanov transformations for Lévy processes

DOI10.1007/s10959-008-0197-zzbMath1177.60049OpenAlexW1991955077MaRDI QIDQ1028624

Horst Osswald

Publication date: 6 July 2009

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-008-0197-z

zbMATH Keywords

Lévy processesMalliavin calculusGirsanov transformation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Nonstandard analysis (26E35)

Related Items (1)

From Probability Measures to Each Lévy Triplet and Back

Cites Work

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• On the continuity of pathwise solutions to Langevin equations in infinite dimensions
• A smooth approach to Malliavin calculus for Lévy processes
• Malliavin calculus in abstract Wiener space using infinitesimals
• Girsanov theorem for anticipative shifts on Poisson space
• An infinitesimal approach to stochastic analysis
• Infinitesimals in Action
• Conversion from Nonstandard to Standard Measure Spaces and Applications in Probability Theory
• Hyperfinite Lévy Processes
• Girsanov Transformation for Poisson Processes in Semi-Group Theory

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