Girsanov transform for symmetric diffusions with infinite dimensional state space

DOI10.1214/AOP/1176989277zbMATH Open0776.60093OpenAlexW2066085115MaRDI QIDQ686777FDOQ686777

Authors: Michael Röckner, S. Albeverio, Tu-Sheng Zhang 

Publication date: 11 October 1993

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176989277

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zbMATH Keywords

Dirichlet formcapacitiesFukushima decompositionCameron-Martin-Girsanov-Maruyama transform

Mathematics Subject Classification ID

Diffusion processes (60J60) Dirichlet forms (31C25) Continuity and singularity of induced measures (60G30)

Cited In (21)

• Large deviations w.r.t. quasi-every starting point for symmetric right processes on general state spaces
• Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise
• A study on Markovian maximality, change of probability and regularity
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• Two classes of extensions for generalized Schrödinger operators
• Stochastic quantization associated with the \(\exp(\Phi)_2\)-quantum field model driven by space-time white noise on the torus
• A generalized Girsanov transformation of finite state stochastic processes in discrete time
• Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations
• Convergence of symmetric diffusions on Wiener spaces
• Title not available (Why is that?)
• PROBABILISTIC REPRESENTATIONS AND HYPERBOUND ESTIMATES FOR SEMIGROUPS
• Ergodicity for the stochastic dynamics of quasi-invariant measures with applications to Gibbs states
• Absolute continuity of symmetric diffusions
• Uniqueness of generalized Schrödinger operators and applications
• W-symmetries of Ito stochastic differential equations
• Homogenization in Random Dirichlet Forms
• Girsanov Transformations for Non-Symmetric Diffusions
• On uniqueness of invariant measures for finite- and infinite-dimensional diffusions
• Symmetry of stochastic non-variational differential equations
• On the small time asymptotics of diffusion processes on Hilbert spaces.
• Ergodicity of \(L^ 2\)-semigroups and extremality of Gibbs states

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