Absolute Continuity under Time Shift of Trajectories and Related Stochastic Calculus
نویسندگان
چکیده
منابع مشابه
Absolute Continuity in Infinite Dimension and Anticipating Stochastic Calculus
The problem of the absolute continuity of the Gaussian measure in infinite dimension has been considered in a probabilistic context as an extension of the Girsanov theorem on the Wiener space, cf. (Gir60), (Kus82), (NV90), (Ram74), (ÜZ94). The case of the exponential density is treated in (Pri96) and corresponds to an anticipating Girsanov theorem on the Poisson space, since the interjump times...
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ژورنال
عنوان ژورنال: Memoirs of the American Mathematical Society
سال: 2017
ISSN: 0065-9266,1947-6221
DOI: 10.1090/memo/1185