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On the Structure of the Radon-Nikodym Derivative for a Markov Process

✍ Scribed by P. Todorovic

Book ID
125058970
Publisher
Applied Probability Trust
Year
1976
Tongue
English
Weight
174 KB
Volume
8
Category
Article
ISSN
0001-8678

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πŸ“œ SIMILAR VOLUMES

On the Uniform Integrability of the Rado
On the Uniform Integrability of the Radon–Nikodym Densities for Wiener Measure
✍ A.S. ÜstΓΌnel; M. Zakai πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 322 KB

We give sufficient conditions for the uniform integrability of the Radon Nikodym derivatives of the images of Wiener measure under the non-linear transformations of the Wiener space. These results are then applied to the construction of the functional inverses of these transformations.