Cameron--Martin formula for the $ σ$-finite measure unifying Brownian penalisations

Details Cameron--Martin formula for the $ σ$-finite measure unifying Brownian penalisations Cameron--Martin formula for the $ σ$-finite measure unifying Brownian penalisations

2009-09-28

arxiv.org/abs/0909.5132v2

Mathematics

Probability

Scientific paper

Quasi-invariance under translation is established for the $ \sigma $-finite
measure unifying Brownian penalisations, which has been introduced by Najnudel,
Roynette and Yor. For this purpose, the theory of Wiener integrals for centered
Bessel processes, due to Funaki, Hariya and Yor, plays a key role.

Affiliated with

Also associated with

No associations

Rating

Cameron--Martin formula for the $ σ$-finite measure unifying Brownian penalisations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Cameron--Martin formula for the $ σ$-finite measure unifying Brownian penalisations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Cameron--Martin formula for the $ σ$-finite measure unifying Brownian penalisations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-235458