Measure transport on Wiener space and the Girsanov theorem.
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Publication:1608731
DOI10.1016/S1631-073X(02)02326-9zbMath1036.60004MaRDI QIDQ1608731
Ali Süleyman Üstünel, Denis Feyel
Publication date: 14 October 2002
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Probability distributions: general theory (60E05) Probability theory on linear topological spaces (60B11)
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Cites Work
- Gaussian capacities
- The notion of convexity and concavity on Wiener space
- An introduction to analysis on Wiener space
- Existence and uniqueness of monotone measure-preserving maps
- Polar factorization and monotone rearrangement of vector‐valued functions
- State Constraints in Convex Control Problems of Bolza
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