@article{AMBP_1996__S3__13_0, author = {Albert Badrikian}, title = {Transformation of gaussian measures}, journal = {Annales math\'ematiques Blaise Pascal}, pages = {13--58}, publisher = {Laboratoires de Math\'ematiques Pures et Appliqu\'ees de l'Universit\'e Blaise Pascal}, volume = {S3}, year = {1996}, mrnumber = {1417546}, language = {en}, url = {https://ambp.centre-mersenne.org/item/AMBP_1996__S3__13_0/} }
TY - JOUR AU - Albert Badrikian TI - Transformation of gaussian measures JO - Annales mathématiques Blaise Pascal PY - 1996 SP - 13 EP - 58 VL - S3 PB - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal UR - https://ambp.centre-mersenne.org/item/AMBP_1996__S3__13_0/ LA - en ID - AMBP_1996__S3__13_0 ER -
%0 Journal Article %A Albert Badrikian %T Transformation of gaussian measures %J Annales mathématiques Blaise Pascal %D 1996 %P 13-58 %V S3 %I Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal %U https://ambp.centre-mersenne.org/item/AMBP_1996__S3__13_0/ %G en %F AMBP_1996__S3__13_0
Albert Badrikian. Transformation of gaussian measures. Annales mathématiques Blaise Pascal, Tome S3 (1996), pp. 13-58. https://ambp.centre-mersenne.org/item/AMBP_1996__S3__13_0/
Anticipative Girsanov transformations and Skorokhod stochastic differential equations. Memoirs of the A.M.S. n° 533, 1994. | MR | Zbl
,Equations differentielles sur l'espace de Wiener et formules de Cameron-Martin non-linéaires. J.F.A., 54, pp.206-227, 1983. | MR | Zbl
,Noncausal stochastic integrals and calculus. L.N.M., 1516, pp.80-129, 1988. | MR | Zbl
,Stochastic calculus with anticipating integrands. Probability Theory and Related Fields. 78, pp.535-581, 1988. | MR | Zbl
and ,On the relation between the Stratonovich and Ogawa integrals. Ann.Proba. 17, pp.1536-1540, 1989. | MR | Zbl
and ,Transformation of Wiener measure under anticipative flows. Probability Theory and Related Fields 93, pp. 91-136, 1992. | MR | Zbl
and ,