An Algebraic Approach to the Cameron-Martin-Maruyama-Girsanov Formula
arXiv:1004.4173
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 differentiation and its adjointness.
arXiv comment16 pages, this will be soon published in the Mathematical Journal Okayama University