Some Recent Results in Finitely Additive White Noise Theory
نویسنده
چکیده
We present a short survey of some very recent results on the finitely additive white noise theory. We discuss the Markov property of the solution of a stochastic differential equation driven directly by a white noise, study the Radon-Nikodym derivative of the measure induced by nonlinear transformation on a Hilbert space with respect to the canonical Gauss measure thereon and obtain a representation for nonlinear filter maps. Mathematics Subject Classifications (1991). 60H10, 93El l .
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