Transformation of Measure on Wiener Space /
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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| Format: | eBook |
| Language: | English |
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Berlin, Heidelberg :
Springer Berlin Heidelberg,
2000.
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| Series: | Springer monographs in mathematics.
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| Online Access: | Connect to the full text of this electronic book |
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