Timeline for Full version of Cameron Martin theorem for Brownian motion
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Dec 22, 2022 at 5:13 | comment | added | Nate River | Oh, I have not seen that - seems pretty comprehensive indeed. Thanks! | |
| Dec 21, 2022 at 19:59 | comment | added | shalop | Did you check the monograph of Lipster and Shiryaev? They proved various results of this type characterizing measures absolutely cts wrt bm. They give a structure theorem for such measures of similar flavor to what you posted above. See this chapter: link.springer.com/chapter/10.1007/978-3-662-13043-8_8 | |
| Dec 10, 2022 at 8:18 | vote | accept | Nate River | ||
| Dec 10, 2022 at 7:06 | answer | added | Kostya_I | timeline score: 3 | |
| Dec 10, 2022 at 3:56 | history | edited | Nate River | CC BY-SA 4.0 |
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| Dec 10, 2022 at 3:50 | history | asked | Nate River | CC BY-SA 4.0 |