加载中…
2010-04-23
An Algebraic Approach to the Cameron-Martin-Maruyama-Girsanov Formula
Jiro AkahoriTakafumi AmabaSachiyo Uraguchi
文献摘要
In this paper, we will give a new perspective to the Cameron-Martin-Maruyama-Girsanov formula by giving a totally algebraic proof to it. It is based on the exponentiation of the Malliavin-type differentiation and its adjointness.
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