Girsanov theorem for anticipative shifts on Poisson space (Q1908539)
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scientific article; zbMATH DE number 849089
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| English | Girsanov theorem for anticipative shifts on Poisson space |
scientific article; zbMATH DE number 849089 |
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Girsanov theorem for anticipative shifts on Poisson space (English)
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27 May 1996
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We study the absolute continuity of the image measure of the canonical Poisson probability measure under nonlinear shifts. The Radon-Nikodym density function is expressed using a Carleman-Fredholm determinant and a divergence operator. Results are obtained for non-necessarily invertible transformations, under almost-sure differentiability hypothesis.
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absolute continuity of the image measure of the canonical Poisson probability measure under nonlinear shifts
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Radon-Nikodym density
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0.8135260939598083
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0.7988170981407166
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0.7898291349411011
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