Transformation of Measure on Wiener Space by S.A. Ustunel & Moshe Zakai

This book gives a systematic presentation of the main results on the transformation of measure induced by shift transformations on Wiener space. This topic has its origins in the work of Cameron and Martin (anticipative shifts, 1940's) and that of Girsanov (non-anticipative shifts, 1960's). It played an important role in the development of non-anticipative stochastic calculus and itself developed under the impulse of the stochastic calculus of variations. Basic probability theory and the Ito calculus are assumed known; the necessary results from the Malliavin calculus are presented in the appendix. Aimed at graduate students and researchers, it can be used as a text for a course or a se- minar.
`Author(s) :`	`Format :` Hardback Book
`ISBN-10 :` 3540664556	`ISBN-13 :` 9783540664550
`RRP :` £77.00	`Best available price :` £51.00 / $139.00
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Product Details:

Series Title : Springer monographs in mathematics

Country Publication : Germany

Publication Date : 29/11/1999

Publisher : Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Page Length : XIII, 296mm

Page Size : 234mm