Analytic continuation of the change of variable formula for smooth measures

DOI10.1134/S1064562408020269zbMath1186.46047OpenAlexW2084660822MaRDI QIDQ951715

O. G. Smolyanov, Heinrich von Weizsäcker, Olaf Wittich

Publication date: 27 October 2008

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562408020269

zbMATH Keywords

Feynman-Kac formulasmooth measureslogarithmic derivativemeasure valued functionschange of variable formulaGirsanov-Maruyama formula

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Measures and integration on abstract linear spaces (46G12)

Cites Work

• Unnamed Item
• Differentiable families of measures
• On nonlinear transformations of Gaussian measures
• SMOOTH PROBABILITY MEASURES AND ASSOCIATED DIFFERENTIAL OPERATORS
• Path Integrals and Quantum Anomalies

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