Cameron-Martin formula for the $ σ$-finite measure unifying Brownian penalisations - Mathematics > ProbabilityReport as inadecuate




Cameron-Martin formula for the $ σ$-finite measure unifying Brownian penalisations - Mathematics > Probability - Download this document for free, or read online. Document in PDF available to download.

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



Author: Kouji Yano

Source: https://arxiv.org/



DOWNLOAD PDF




Related documents