Transformation of Measure on Wiener Space

Transformation of Measure on Wiener Space by A.Süleyman Üstünel, Moshe Zakai.

This book gives a systematic presentation of the main results on the transformation of measure induced by shift transformations on Wiener space. This topic has its origins in the work of Cameron and Martin (anticipative shifts, 1940's) and that of Girsanov (non-anticipative shifts, 1960's)...

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Bibliographic Details
Main Authors: Üstünel, A.Süleyman (Author), Zakai, Moshe (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2000.
Edition:1st ed. 2000.
Series:Springer Monographs in Mathematics,
Springer eBook Collection.
Subjects:
Measure theory.
Functional analysis.
Probabilities.
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Status: Available

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