Recommendations
- scientific article; zbMATH DE number 57390
- Anticipative Girsanov transformations and Skorohod stochastic differential equations
- scientific article; zbMATH DE number 898384
- A conditional approach to the anticipating Girsanov transformation
- On anticipative Girsanov transformations for Lévy processes
- scientific article; zbMATH DE number 699486
- Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space
Cites work
- scientific article; zbMATH DE number 3833013 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 4122989 (Why is no real title available?)
- scientific article; zbMATH DE number 3223983 (Why is no real title available?)
- Generalized stochastic integrals and the Malliavin calculus
- On nonlinear transformations of Gaussian measures
- Stochastic calculus with anticipating integrands
Cited in
(22)- Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when \(H>\frac{1}{2}\)
- Linear stochastic differential equations and Wick products
- Stochastic differential equations driven by fractional Brownian motions
- Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space
- Dynamical systems generated by Sobolev class vector fields in finite and infinite dimensions
- Anticipative Girsanov transformations and Skorohod stochastic differential equations
- Some absolute continuity relationships for certain anticipative transformations of geometric Brownian motions.
- Girsanov identities for Poisson measures under quasi-nilpotent transformations
- Some sufficient conditions for Novikov's criterion
- Transformation of the Wiener measure under non-invertible shifts
- The Itô integral and near-martingales in Riesz spaces
- Anticipative Markovian transformations on the Poisson space.
- Differentiable measures and the Malliavin calculus
- Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions
- Gaussian measures on linear spaces
- Anticipative diffusion and related change of measures
- Rotations and quasi-invariance on the path space
- A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals
- Nonlinear transformations of the canonical Gauss measure on Hilbert space and absolute continuity
- On anticipative Girsanov transformations for Lévy processes
- Transformation of Wiener measure under anticipative flows
- Randomness and nonlinear evolution equations
This page was built for publication: Anticipative Girsanov transformations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q756276)
