An algebraic approach to the Cameron-Martin-Maruyama-Girsanov formula

zbMATH Open1318.60062arXiv1004.4173MaRDI QIDQ2839635FDOQ2839635

Authors: Jirô Akahori, Takafumi Amaba, Sachiyo Uraguchi 

Publication date: 12 July 2013

Published in: Mathematical Journal of Okayama University (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.4173

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zbMATH Keywords

Wiener spaceCameron-Martin formulaCameron-Martin spaceMaruyama-Girsanov formula

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measure (Gaussian, cylindrical, etc.) and integrals (Feynman, path, Fresnel, etc.) on manifolds (46T12)

Cited In (2)

• Near-invariance under dynamic scaling for Navier-Stokes equations in critical spaces: a probabilistic approach to regularity problems
• The Girsanov theorem without (so much) stochastic analysis

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