Timeline for What (continuous) stochastic processes have path measures that are absolutely continuous w.r.t. Wiener measure?
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| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 8 at 2:09 | vote | accept | evangecko | ||
| Dec 8 at 2:09 | comment | added | evangecko | Thank you, the conditioning argument to handle the nonequivalent case is very straightforward! So, any path measure that is a.c. to $\mu_0$ in fact must come from some Girsanov-style of change of measure and path-wise conditioning of a Brownian motion under $\mu_0$. Very nice | |
| Dec 8 at 0:21 | history | answered | user479223 | CC BY-SA 4.0 |