Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces

DOI10.1007/BF01441966zbMath0439.28009OpenAlexW2042332453MaRDI QIDQ1142320

A. V. Balakrishnan

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

zbMATH Keywords

white noiseGirsanov formulaabsolute continuityRadon-Nikodym derivativescylinder measureweak distributions on Hilbert spaces

Mathematics Subject Classification ID

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)

Related Items

Parameter identification for stochastic diffusion equations with unknown boundary conditions, Nonlinear smoothing algorithms using white noise model, On Radon-Nikodym derivatives of finitely-additive measures induced by nonlinear transformations on hilbert space, A finitely additive white noise approach to nonlinear filtering, Likelihood ratios for signals in additive white noise, Likelihood ratios for signals in additive white noise, Some recent developments in nonlinear filtering theory, On the definition of a topology in Hilbert spaces with applications to the white noise theory

Cites Work

• Stochastic differentials
• Evaluation of likelihood functions for Gaussian signals
• Evaluation of likelihood functions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item