Applications of integration by parts formula for infinite-dimensional semimartingales

This work is devoted to the study of the behavior of stochastic evolution equations, obtained from stochastic flows, under the multiplicative transformations corresponding to the flows of Cameron-Martin transformations.

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Year of publication:	1986
Authors:	Ustunel, A. S.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 18.1986, 2, p. 287-299
Publisher:	Elsevier
Keywords:	nuclear spaces projective systems of processes semimartingales Cameron-Martin formula integration by parts formula stochastic flows

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005160415