The change of variables formula on Wiener space

Ali Süleyman Üstünel; Moshe Zakai

Séminaire de probabilités de Strasbourg (1997)

  • Volume: 31, page 24-39

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Üstünel, Ali Süleyman, and Zakai, Moshe. "The change of variables formula on Wiener space." Séminaire de probabilités de Strasbourg 31 (1997): 24-39. <http://eudml.org/doc/113960>.

@article{Üstünel1997,
author = {Üstünel, Ali Süleyman, Zakai, Moshe},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {absolutely continuous measures; change of variables; Radon-Nikodým densities; Federer's area theorem},
language = {eng},
pages = {24-39},
publisher = {Springer - Lecture Notes in Mathematics},
title = {The change of variables formula on Wiener space},
url = {http://eudml.org/doc/113960},
volume = {31},
year = {1997},
}

TY - JOUR
AU - Üstünel, Ali Süleyman
AU - Zakai, Moshe
TI - The change of variables formula on Wiener space
JO - Séminaire de probabilités de Strasbourg
PY - 1997
PB - Springer - Lecture Notes in Mathematics
VL - 31
SP - 24
EP - 39
LA - eng
KW - absolutely continuous measures; change of variables; Radon-Nikodým densities; Federer's area theorem
UR - http://eudml.org/doc/113960
ER -

References

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  16. [16] Üstünel A.S.: An Introduction to Analysis on Wiener Space. Lecture Notes in Math. Vol. 1610, Springer, 1995. Zbl0837.60051MR1439752
  17. [17] Üstünel A.S., Zakai, M.: Transformations of Wiener measure under anticipative flows. Probab. Theory Relat. Fields93, 91-136 (1992). Zbl0767.60046MR1172941
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