Girsanov Transform for Symmetric Diffusions with Infinite Dimensional State Space
Albeverio, S. ; Rockner, M. ; Zhang, T. S.
Ann. Probab., Tome 21 (1993) no. 4, p. 961-978 / Harvested from Project Euclid
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A Cameron-Martin-Girsanov-Maruyama type formula for symmetric diffusions on infinite dimensional state space is proved. In particular, relaxations of the usual assumptions which still imply absolute continuity (but possibly no longer equivalence) of the path space measures are discussed. In addition a converse result is proved, that is, we show that absolute continuity of the path space measures enables us to identify the underlying Dirichlet form.
Publié le : 1993-04-14
Classification:  Cameron-Martin-Girsanov-Maruyama transform,  Dirichlet forms,  capacities,  Fukushima decomposition,  60J60,  31C25,  60G30 
@article{1176989277,
     author = {Albeverio, S. and Rockner, M. and Zhang, T. S.},
     title = {Girsanov Transform for Symmetric Diffusions with Infinite Dimensional State Space},
     journal = {Ann. Probab.},
     volume = {21},
     number = {4},
     year = {1993},
     pages = { 961-978},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176989277}
}

Albeverio, S.; Rockner, M.; Zhang, T. S. Girsanov Transform for Symmetric Diffusions with Infinite Dimensional State Space. Ann. Probab., Tome 21 (1993) no. 4, pp.  961-978. http://gdmltest.u-ga.fr/item/1176989277/