Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem
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Publication:1247683
DOI10.1016/0047-259X(77)90029-XzbMath0382.60039MaRDI QIDQ1247683
Gopinath Kallianpur, Nasrollah Etemadi
Publication date: 1977
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Gaussian processes (60G15) Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10)
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Cites Work
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- Non-anticipative representations of equivalent Gaussian processes
- Stochastic integrals in the plane
- Volterra transformations of the Wiener measure on the space of continuous functions of two variables
- Multiple Wiener integral
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
- A Multi-Parameter Gaussian Process
- Martingales and stochastic integrals for processes with a multi-dimensional parameter
- Transformations of Wiener Integrals Under a General Class of Linear Transformations
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