scientific article; zbMATH DE number 774045

MaRDI QIDQ4839100zbMATH OpenFDO

Authors Nobuyuki Ikeda, Shigeo Kusuoka, Shojiro Manabe

Publication date 20 May 1996

zbMATH Keywords

Cameron-Martin spaceGirsanov theorem

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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