Transformation of gaussian measures
Annales mathématiques Blaise Pascal (1996)
- Volume: S3, Issue: 1, page 13-58
- ISSN: 1259-1734
Access Full Article
top
How to cite
topBadrikian, Albert. "Transformation of gaussian measures." Annales mathématiques Blaise Pascal S3.1 (1996): 13-58. <http://eudml.org/doc/79171>.
@article{Badrikian1996,
author = {Badrikian, Albert},
journal = {Annales mathématiques Blaise Pascal},
keywords = {Radonification; cylindrical semi-martingale on a Hilbert space; Hilbert-Schmidt operators},
language = {eng},
number = {1},
pages = {13-58},
publisher = {Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal},
title = {Transformation of gaussian measures},
url = {http://eudml.org/doc/79171},
volume = {S3},
year = {1996},
}
TY - JOUR
AU - Badrikian, Albert
TI - Transformation of gaussian measures
JO - Annales mathématiques Blaise Pascal
PY - 1996
PB - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
VL - S3
IS - 1
SP - 13
EP - 58
LA - eng
KW - Radonification; cylindrical semi-martingale on a Hilbert space; Hilbert-Schmidt operators
UR - http://eudml.org/doc/79171
ER -
References
top- Buckdahn, R., Anticipative Girsanov transformations and Skorokhod stochastic differential equations. Memoirs of the A.M.S. n° 533, 1994. Zbl0849.60053MR1219706
- Cruzeiro, A.B., Equations differentielles sur l'espace de Wiener et formules de Cameron-Martin non-linéaires. J.F.A., 54, pp.206-227, 1983. Zbl0524.47028MR724705
- Nualart, D., Noncausal stochastic integrals and calculus. L.N.M., 1516, pp.80-129, 1988. Zbl0644.60043MR953794
- Nualart, D. and Pardoux, E., Stochastic calculus with anticipating integrands. Probability Theory and Related Fields. 78, pp.535-581, 1988. Zbl0629.60061MR950346
- Nualart, D. and Zakai, M., On the relation between the Stratonovich and Ogawa integrals. Ann.Proba.17, pp.1536-1540, 1989. Zbl0683.60035MR1048944
- Ustunel, A.S.and Zakai, M., Transformation of Wiener measure under anticipative flows. Probability Theory and Related Fields93, pp. 91-136, 1992. Zbl0767.60046MR1172941
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.