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Measures induced on Wiener space by monotone shifts
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  • Published: December 1996

Measures induced on Wiener space by monotone shifts

  • Ali Süleyman Üstünel1 &
  • Moshe Zakai2 

Probability Theory and Related Fields volume 105, pages 545–563 (1996)Cite this article

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  • 5 Citations

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Summary

In this work we study the absolute continuity of the image of the Wiener measure under the transformations of the formT(ω)=ω+u(ω), the shiftu is a random variable with values in the Cameron-Martin spaceH and is monotone in the sense that (T(ω+h-T(ω),h) H ≥0 a.s. for allh inH.

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Authors and Affiliations

  1. Dépt. Réseaux, 46, ENST, rue Barrault, F-75013, Paris, France

    Ali Süleyman Üstünel

  2. Department of Electrical Engineering Technion, Israel Institute of Technology, 32000, Haifa, Israel

    Moshe Zakai

Authors
  1. Ali Süleyman Üstünel
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  2. Moshe Zakai
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Süleyman Üstünel, A., Zakai, M. Measures induced on Wiener space by monotone shifts. Probab. Th. Rel. Fields 105, 545–563 (1996). https://doi.org/10.1007/BF01191913

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  • Received: 25 October 1995

  • Revised: 15 February 1996

  • Issue Date: December 1996

  • DOI: https://doi.org/10.1007/BF01191913

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Mathematics Subject Classification (1991)

  • 60G30
  • 60H07
  • 60H15
  • 35G20
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