scientific article; zbMATH DE number 16925

MaRDI QIDQ3973616zbMATH OpenFDO

Authors David Nualart

Publication date 26 June 1992

zbMATH Keywords

Brownian motionNeumann boundary conditionsWiener measureSkorokhod integralGirsanov transformations

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30)

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• Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.
• Nonlinear transformations on the Wiener space
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• Differentiable measures and the Malliavin calculus
• Gaussian measures on linear spaces
• On transformations of Wiener space
• Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity
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• The Onsager-Machlup functional for a class of anticipating processes
• Transformation of Wiener measure under anticipative flows
• Applications of the degree theorem to absolute continuity on Wiener space
• A second-order Stratonovich differential equation with boundary conditions

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