Abstract
In this chapter we consider transformations of the Wiener path {Tw, w ∈ W} which leave the measure invariant, i.e. T * μ = μ. In general, if we write Tw = w + V (w), then V(w) does not need to take values in the Cameron-Martin space in order that T* μ be absolutely continuous with respect to μ, this was pointed out in the Introduction, another example is the following. Let w t ,t ∈ [0, 1] be the standard Brownian motion on [0,1] and let
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© 2000 Springer-Verlag Berlin Heidelberg
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Üstünel, A.S., Zakai, M. (2000). Random Rotations. In: Transformation of Measure on Wiener Space. Springer Monographs in Mathematics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-13225-8_9
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DOI: https://doi.org/10.1007/978-3-662-13225-8_9
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-08572-7
Online ISBN: 978-3-662-13225-8
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