Random rotations of the Wiener path

DOI10.1007/BF01195481MaRDI QIDQ1903100zbMATH OpenFDO

Authors A. S. Üstünel, Moshe Zakai

Publication date 13 February 1996

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01195481

zbMATH Keywords

absolute continuityabstract Wiener spaceEuclidean motionmeasure-preserving transformationquasi-nilpotent operatorWiener measure

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Cites work

• Applications of the degree theorem to absolute continuity on Wiener space
• scientific article; zbMATH DE number 3209538 (Why is no real title available?)
• On the convergence of sums of independent Banach space valued random variables
• The Structure of Radon-Nikodym Derivatives with Respect to Wiener and Related Measures
• Transformation of the Wiener measure under non-invertible shifts
• Transformation of Wiener measure under anticipative flows
• When does the Ramer formula look like the Girsanov formula?

Cited in

(20)

• On the uniform integrability of the Radon-Nikodym densities for Wiener measure
• Differentiable measures and the Malliavin calculus
• Dynamical systems generated by Sobolev class vector fields in finite and infinite dimensions
• Absolutely continuous flows generated by Sobolev class vector fields in finite and infinite dimensions
• Rotations and quasi-invariance on the path space
• Tangent processes on Wiener space
• Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces
• Invariance of Poisson measures under random transformations
• The vanishing of \(L^2\) harmonic one-forms on based path spaces
• Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
• RANDOM HERMITE POLYNOMIALS AND GIRSANOV IDENTITIES ON THE WIENER SPACE
• Cumulant operators and moments of the Itô and Skorohod integrals
• Girsanov identities for Poisson measures under quasi-nilpotent transformations
• scientific article; zbMATH DE number 708766 (Why is no real title available?)
• scientific article; zbMATH DE number 1991018 (Why is no real title available?)
• scientific article; zbMATH DE number 2149885 (Why is no real title available?)
• A rotation of Wiener integral associated with bounded operators on abstract Wiener spaces
• Conditionally Gaussian stochastic integrals
• Random rotational invariance of integration by parts formulas within a Bismut-type approach
• Moment identities for Poisson-Skorohod integrals and application to measure invariance

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