Nonlinear transformations on the Wiener space

DOI10.1214/AOP/1176989015zbMATH Open0803.60048OpenAlexW2104603361MaRDI QIDQ1317238FDOQ1317238

Andrew Lyasoff

Publication date: 3 January 1995

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989015

zbMATH Keywords

Malliavin derivativefactorization techniqueabstract Wiener spaceSkorokhod integralintegral kernelsCarleman-Fredholm determinantCameron-Martin- Girsanov formulaGokhberg-Krejn factorizationtransformations of Wiener measure

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Probability measures on topological spaces (60B05) Probability theory on linear topological spaces (60B11) (Semi-) Fredholm operators; index theories (47A53) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Stochastic integrals (60H05) Measures and integration on abstract linear spaces (46G12)

Cited In (8)

• Differentiable measures and the Malliavin calculus
• Gaussian measures on linear spaces
• The Wiener transform on the Besicovitch spaces
• Title not available (Why is that?)
• Some sufficient conditions for Novikov’s criterion
• Title not available (Why is that?)
• Randomness and nonlinear evolution equations
• ON LEBESGUE NONLINEAR TRANSFORMATIONS

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