The realization of positive random variables via absolutely continuous transformations of measure on Wiener space.
Feyel, D. ; Üstünel, A.S. ; Zakai, M.
Probability Surveys [electronic only], Tome 3 (2006), p. 170-205 / Harvested from The Electronic Library of Mathematics
Publié le : 2006-01-01
DOI : https://doi.org/10.1214/154957806000000069
EUDML-ID : urn:eudml:doc:229782
@article{05728590,
     title = {The realization of positive random variables via absolutely continuous transformations of measure on Wiener space.},
     journal = {Probability Surveys [electronic only]},
     volume = {3},
     year = {2006},
     pages = {170-205},
     doi = {10.1214/154957806000000069},
     zbl = {1189.60110},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05728590}
}
Feyel, D.; Üstünel, A.S.; Zakai, M. The realization of positive random variables via absolutely continuous transformations of measure on Wiener space.. Probability Surveys [electronic only], Tome 3 (2006) pp. 170-205. doi : 10.1214/154957806000000069. http://gdmltest.u-ga.fr/item/05728590/