Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
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Publication:1142320
DOI10.1007/BF01441966zbMath0439.28009OpenAlexW2042332453MaRDI QIDQ1142320
Publication date: 1977
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01441966
white noiseGirsanov formulaabsolute continuityRadon-Nikodym derivativescylinder measureweak distributions on Hilbert spaces
Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Continuity and singularity of induced measures (60G30) Abstract differentiation theory, differentiation of set functions (28A15)
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