Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
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Publication:1142320
DOI10.1007/BF01441966zbMath0439.28009MaRDI QIDQ1142320
Publication date: 1977
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
white noise; Girsanov formula; absolute continuity; Radon-Nikodym derivatives; cylinder measure; weak distributions on Hilbert spaces
28C20: Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.)
60G30: Continuity and singularity of induced measures
28A15: Abstract differentiation theory, differentiation of set functions
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Cites Work
