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

MaRDI QIDQ2839635zbMATH OpenFDO

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

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)

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(2)

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

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