scientific article; zbMATH DE number 140587

MaRDI QIDQ4029014zbMATH OpenFDO

Authors Andrew Lyasoff

Publication date 28 March 1993

zbMATH Keywords

anticipative Girsanov transformationanticipative stochastic analysisfactorization theoryFredholm operatorGirsanov theoremGokhberg-Krejn factorizationSkorokhod integral

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Measures and integration on abstract linear spaces (46G12) Factorization theory (including Wiener-Hopf and spectral factorizations) of linear operators (47A68) Probability theory on linear topological spaces (60B11) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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• Anticipative diffusion and related change of measures
• Transformation of the Wiener measure under non-invertible shifts
• Last works. Publication edited by Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal, Clermont-Ferrand, France.
• Linear isometric non-anticipative transformations of Wiener process
• scientific article; zbMATH DE number 16925 (Why is no real title available?)
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• A note on the invariance under change of measure for stochastic test functions and distribution spaces

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