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Transformation of the Wiener measure under non-invertible shifts
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  • Published: December 1994

Transformation of the Wiener measure under non-invertible shifts

  • A. S. Üstünel1 &
  • M. Zakai2 

Probability Theory and Related Fields volume 99, pages 485–500 (1994)Cite this article

  • 116 Accesses

  • 18 Citations

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Summary

In this paper we consider the transformation of measure induced by a not-necessarily-invertible perturbation of the identity. The Radon-Nikodym density for the image of the Wiener measure and the associated Girsanov-type density are derived. An application of these results yields an extension of the degree theorem.

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Authors and Affiliations

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

    A. S. Üstünel

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

    M. Zakai

Authors
  1. A. S. Üstünel
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  2. M. Zakai
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Üstünel, A.S., Zakai, M. Transformation of the Wiener measure under non-invertible shifts. Probab. Th. Rel. Fields 99, 485–500 (1994). https://doi.org/10.1007/BF01206229

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  • Received: 28 September 1993

  • Revised: 17 February 1994

  • Issue Date: December 1994

  • DOI: https://doi.org/10.1007/BF01206229

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Mathematics Subject Classification

  • 60G30
  • 60H07
  • 60H010
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