A mild Girsanov formula

Giuseppe Da Prato, Enrico Priola, Luciano Tubaro

We consider a well posed SPDE$:dZ=(AZ+b(Z))dt+dW(t),Z_0=x,$ on a separable Hilbert space $H$, where $A:H\to H$ is self-adjoint, negative and such that $A^{-1+\beta }$ is…