Girsanov transform for symmetric diffusions with infinite dimensional state space

DOI10.1214/aop/1176989277zbMath0776.60093MaRDI QIDQ686777

Michael Roeckner, Sergio A. 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

zbMATH Keywords

Dirichlet form; capacities; Fukushima decomposition; Cameron-Martin-Girsanov-Maruyama transform

Mathematics Subject Classification ID

31C25: Dirichlet forms

60J60: Diffusion processes

60G30: Continuity and singularity of induced measures

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