| ID | 49104 |
| FullText URL | |
| Author |
Akahori, Jirô
Amaba, Takafumi
Uraguchi, Sachiyo
|
| Abstract | In this paper, we will give a new perspective to the Cameron-
Martin-Maruyama-Girsanov formula by giving a totally algebraic proof
to it. It is based on the exponentiation of the Malliavin-type differenti-
ation and its adjointness.
|
| Published Date | 2013-01
|
| Publication Title |
Mathematical Journal of Okayama University
|
| Volume | volume55
|
| Issue | issue1
|
| Publisher | Department of Mathematics, Faculty of Science, Okayama University
|
| Start Page | 167
|
| End Page | 190
|
| ISSN | 0030-1566
|
| NCID | AA00723502
|
| Content Type |
Journal Article
|
| language |
English
|
| Copyright Holders | Copyright©2013 by the Editorial Board of Mathematical Journal of Okayama University
|
| File Version | publisher
|
| Refereed |
True
|
| Submission Path | mjou/vol55/iss1/9
|
| JaLCDOI |
