Quasi-invariant measures and their chara
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Kenji Handa
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Article
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2001
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Elsevier Science
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French
โ 143 KB
Based on quasi-invariance properties of the Gaussian process and the gamma process, we give certain formal expressions of their laws on infinite-dimensional spaces. They are also consistent with some identities of conditional probabilities which are shown to be equivalent to the quasi-invariance pro