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On the Uniform Integrability of the Radon–Nikodym Densities for Wiener Measure

✍ Scribed by A.S. Üstünel; M. Zakai

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 322 KB
Volume: 159
Category: Article
ISSN: 0022-1236
DOI: 10.1006/jfan.1998.3320

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✦ Synopsis

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.

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