ON FINITE ABSOLUTE CONTINUITY OF MEASURES RELATED TO WIENER MEASURE

DOI10.1142/S0219025709003689MaRDI QIDQ5325575zbMATH OpenFDO

Authors

Publication date 10 August 2009

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

Wiener measureconditional distributionsfinite absolute continuityItô processesweak moments

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) 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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Cites work

• scientific article; zbMATH DE number 3780265 (Why is no real title available?)
• scientific article; zbMATH DE number 3236476 (Why is no real title available?)
• Measurable functionals and finitely absolutely continuous measures on Banach spaces

Cited in

(9)

• Absolute continuity/singularity and relative entropy properties for probability measures induced by diffusions on infinite time intervals
• Finite absolute continuity on an abstract Wiener space
• Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability
• On a measure in Wiener space and applications
• scientific article; zbMATH DE number 780883 (Why is no real title available?)
• A relationship between fixed time Wiener measures and Wiener measures with fixed endpoints
• scientific article; zbMATH DE number 4871 (Why is no real title available?)
• Absolute continuity of measures in the class of Markov and semi-Markov processes of diffusion type
• Scale-invariant measurability in abstract Wiener spaces

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