Measure transport on Wiener space and the Girsanov theorem;Transport de mesure sur l'espace de Wiener et théorème de Girsanov

Comptes Rendus Mathematique

Volumn 334, Issue 11, 2002, Pages 1025-1028

  Feyel, Denis ^a   Üstünel, Ali Süleyman ^b  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^b TELECOM PARISTECH   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037715366     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1631-073X(02)02326-9     Document Type: Article

References (7)

1. Y. Brenier, Polar factorization and monotone rearrangement of vector valued functions, Comm. Pure Appl. Math. 44 (1991) 375-417.
2. D. Feyel, A. de La Pradelle, Capacités gaussiennes, Ann. Inst. Fourier 41 (1) (1991) 49-76.
3. D. Feyel, A.S. Üstünel, The notion of convexity and concavity on Wiener space, J. Funct. Anal. 176 (2000) 400-428.
4. R.J. McCann, Existence and uniqueness of monotone measure-preserving maps, Duke Math. J. 80 (1995) 309-323.
5. T. Rockafellar, Convex Analysis, Princeton University Press, Princeton, 1972.
6. A.S. Üstünel, Introduction to Analysis on Wiener Space, Lecture Notes in Math., Vol. 1610, Springer, 1995.
7. A.S. Üstünel, M. Zakai, Transformation of Measure on Wiener Space, Springer, 1999.