Random Hermite polynomials and Girsanov identities on the Wiener space
نویسنده
چکیده
In this paper we derive a formula for the expectation of random Hermite polynomials in Skorohod integrals, extending classical results in the adapted case. As an application we recover, under simple conditions and with short proofs, the anticipative Girsanov identity and quasi-invariance results obtained in [6] for quasi-nilpotent shifts on the Wiener space.
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