scientific article; zbMATH DE number 140587
zbMATH Open0765.60049MaRDI QIDQ4029014FDOQ4029014
Authors: Andrew Lyasoff
Publication date: 28 March 1993
Title of this publication is not available (Why is that?)
Recommendations
Girsanov theoremFredholm operatorfactorization theorySkorokhod integralGokhberg-Krejn factorizationanticipative Girsanov transformationanticipative stochastic analysis
Stochastic calculus of variations and the Malliavin calculus (60H07) Probability theory on linear topological spaces (60B11) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12)
Cited In (6)
- A note on the invariance under change of measure for stochastic test functions and distribution spaces
- Title not available (Why is that?)
- Transformation of the Wiener measure under non-invertible shifts
- Anticipative diffusion and related change of measures
- Title not available (Why is that?)
- Linear isometric non-anticipative transformations of Wiener process
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