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The realization of positive random variables via absolutely continuous transformations of measure on Wiener space
positive random variables continuous transformations Wiener space
2009/5/18
Let $mu$ be a Gaussian measure on some measurable space ${W = {w}, calB (W)}$ and let $nu$ be a measure on the same space which is absolutely continuous with respect to $nu$. The paper surveys results...
Moment identities for Skorohod integrals on the Wiener space and applications
Malliavin calculus Skorohod integral Skorohod isometry Wiener measure random isometries
2009/4/29
We prove a moment identity on the Wiener space that extends the Skorohod isometry to arbitrary powers of the Skorohod integral on the Wiener space. As simple consequences of this identity we obtain su...
Moment identities for Skorohod integrals on the Wiener space and applications
Wiener space applications
2009/4/22
We prove a moment identity on the Wiener space that extends the Skorohod isometry to arbitrary powers of the Skorohod integral on the Wiener space. As simple consequences of this identity we obtain su...