scientific article; zbMATH DE number 4190796

MaRDI QIDQ3209925zbMATH OpenFDO

Authors Denis R. Bell

Publication date 1991

zbMATH Keywords

absolute continuityGirsanov theoremtransformation of the Wiener measure

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability measures on topological spaces (60B05) Continuity and singularity of induced measures (60G30)

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(8)

• Transformations of an abstract Wiener integral in an infinite product of abstract Wiener spaces under linear transformations of the space
• Differentiable measures and the Malliavin calculus
• Transference in spaces of measures
• Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions
• Transformations of measures via their generalized densities
• Nonlinear transformations of smooth measures on infinitely dimensional spaces
• On Measure Invariance for a 2-valued Transformation
• Transformation of Gaussian measure by infinite-dimensional stochastic flow

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