most citedCharacterizing the path-independent property of the Girsanov density for degenerated stochastic differential equations

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math.PR2024

Quasi-invariant theorem on the Gaussian path space

Qinpin Chen, Jian Sun, Bo Wu

In this article, we will first introduce a class of Gaussian processes, and prove the quasi-invariant theorem with respect to the Gaussian Wiener measure, which is the law of the a…

math.PR2016★ 1 cited

Characterizing the path-independent property of the Girsanov density for degenerated stochastic differential equations

Bo Wu, Jiang-Lun Wu

In this paper, we derive a characterization theorem for the path-independent property of the density of the Girsanov transformation for {\it degenerated} stochastic differential eq…