The realization of positive random variables via absolutely continuous transformations of measure on Wiener space

DOI10.1214/154957806000000069zbMath1189.60110arXivmath/0511545OpenAlexW1857081329MaRDI QIDQ980754

Moshe Zakai, Ali Süleyman Üstünel, Denis Feyel

Publication date: 29 June 2010

Published in: Probability Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0511545

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of functional analysis in probability theory and statistics (46N30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Evolution systems and continuity equations for white noise functionals ⋮ Wasserstein space over the Wiener space ⋮ Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space ⋮ Variational calculation of Laplace transforms via entropy on Wiener space and applications ⋮ Martingale representation for degenerate diffusions ⋮ A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space ⋮ Entropy, invertibility and variational calculus of adapted shifts on Wiener space

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