Cameron-Martin formula for theσ-finite measure unifying Brownian penalisations
Cameron-Martin formula for theσ-finite measure unifying Brownian penalisations
复制标题
统一布朗惩罚的 σ 有限测度的 Cameron-Martin 公式
DOI：
10.1016/j.jfa.2009.11.021
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发表时间：
2010
期刊：
影响因子：
--
通讯作者：
Kouji Yano
中科院分区：
文献类型：
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作者：
Nakato;E.;Otsuka;Y.;Kanazawa;S.;Yamaguchi;M.K.;Kakigi;R.;H.Iriyeh・T.Sakai・H.Tasaki;Keiichi Yoshimoto;Kouji Yano
Najnudel、Roynette和Yor [J. Najnudel，B.]提出了统一布朗罚的σ-有限测度，建立了平移下的拟不变性。Roynette，M. Yor，C（R+，R）上一个与许多布朗罚有关的显著的σ-有限测度，C. R.数学学院Sci.巴黎345（8）（2007）459-466]。为此目的，Funaki，Hariya和Yor [T. Funaki，Y. Hariya，M. Yor，Wiener积分中心贝塞尔和相关过程。二、阿莱·拉特Am. J. Probab.数学。统计。1（2006）225-240（电子版）]起着关键作用。
Quasi-invariance under translation is established for the σ-finite measure unifying Brownian penalisations, which has been introduced by Najnudel, Roynette and Yor [J. Najnudel, B. Roynette, M. Yor, A remarkable σ-finite measure on C(R+,R) related to many Brownian penalisations, C. R. Math. Acad. Sci. Paris 345 (8) (2007) 459–466]. For this purpose, the theory of Wiener integrals for centered Bessel processes, due to Funaki, Hariya and Yor [T. Funaki, Y. Hariya, M. Yor, Wiener integrals for centered Bessel and related processes. II, ALEA Lat. Am. J. Probab. Math. Stat. 1 (2006) 225–240 (electronic)], plays a key role.