A Signed Measure on Path Space Related to Wiener Measure
نویسندگان
چکیده
منابع مشابه
Measure invariance on the Lie-Wiener path space
In this paper we extend some recent results on moment identities, Hermite polynomials, and measure invariance properties on the Wiener space, to the setting of path spaces over Lie groups. In particular we prove the measure invariance of transformations having a quasi-nilpotent covariant derivative via a Girsanov identity and an explicit formula for the expectation of Hermite polynomials in the...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1978
ISSN: 0091-1798
DOI: 10.1214/aop/1176995529