Applications of integration by parts formula for infinite-dimensional semimartingales

A. S. Ustunel

Journal of Multivariate Analysis, 1986, vol. 18, issue 2, 287-299

Abstract: 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.

Keywords: nuclear; spaces; projective; systems; of; processes; semimartingales; Cameron-Martin; formula; integration; by; parts; formula; stochastic; flows (search for similar items in EconPapers)
Date: 1986
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