Translated Brownian Motions and Associated Wick Products

DOI10.1080/07362990600751878zbMATH Open1100.60029OpenAlexW2156140385MaRDI QIDQ5484529FDOQ5484529

Authors: A. Lanconelli 

Publication date: 21 August 2006

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990600751878

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zbMATH Keywords

stochastic differential equationsGirsanov's theorem

Mathematics Subject Classification ID

Stochastic integrals (60H05) White noise theory (60H40) Stochastic integral equations (60H20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A review of white noise analysis from a probabilistic standpoint
• ON EXPLICIT STRONG SOLUTION OF ITÔ–SDE'S AND THE DONSKER DELTA FUNCTION OF A DIFFUSION
• An \(S\)-transform approach to integration with respect to a fractional Brownian motion

Cited In (1)

• A note on the invariance under change of measure for stochastic test functions and distribution spaces

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