A generalization of the Girsanov theorems on the Hilbert space

Authors

  • Radu Moleriu

Keywords:

Girsanov theorems

Abstract

This paper gives a generalization of the Girsanov theorems on the separable Hilbert space. And we also give a characterization on the Hilbert space of the Wiener processes, using the quadratic variance process.

Published

2009-05-20

Issue

Vol. 54 No. 2 (2009): The Romanian Journal of Technical Sciences. Applied Mechanics.

Section

Articles

Copyright (c) 2020 The Romanian Journal of Technical Sciences

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.