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Quasi-invariant measures and their characterization by conditional probabilities

✍ Scribed by Kenji Handa

Publisher
Elsevier Science
Year
2001
Tongue
French
Weight
143 KB
Volume
125
Category
Article
ISSN
0007-4497

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✦ Synopsis

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 properties.

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