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?)

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zbMATH Keywords

Girsanov theoremFredholm operatorfactorization theorySkorokhod integralGokhberg-Krejn factorizationanticipative Girsanov transformationanticipative stochastic analysis

Mathematics Subject Classification ID

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)

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• A note on the invariance under change of measure for stochastic test functions and distribution spaces
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• Transformation of the Wiener measure under non-invertible shifts
• Anticipative diffusion and related change of measures
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• Linear isometric non-anticipative transformations of Wiener process

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