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 | |
|---|---|---|---|---|---|
| Dec 10, 2022 at 13:13 | comment | added | user479223 | @Kostya_I see fabricebaudoin.wordpress.com/2012/10/02/… for a "converse" Girsanov | |
| Dec 10, 2022 at 11:09 | history | edited | Kostya_I | CC BY-SA 4.0 |
added 6 characters in body
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| Dec 10, 2022 at 11:08 | comment | added | Kostya_I | @NateRiver, I don't know though whether $\mathbb{Q}$ is always a.c. w.r.t $\mathbb{P}$, or whether the converse implication holds, but I would be very surprised if it did. | |
| Dec 10, 2022 at 8:18 | vote | accept | Nate River | ||
| Dec 10, 2022 at 8:18 | comment | added | Nate River | Ah, so it is not true I see. Thank you for your answer! | |
| Dec 10, 2022 at 7:06 | history | answered | Kostya_I | CC BY-SA 4.0 |