A Girsanov Type Theorem on the Path Space Over a Compact Riemannian Manifold

Authors: Jingxiao Zhang ^a; D. Kannan ^b

Affiliations:	^a School of Statistics, Renmin University of China, Beijing, P.R. China
	^b Department of Mathematics, University of Georgia, Athens, Georgia, USA

DOI: 10.1080/07362990701283003

Publication Frequency: 6 issues per year

Published in: journal

Stochastic Analysis and Applications, Volume 25, Issue 3 May 2007 , pages 667 - 678

Subjects: Statistics & Probability; Stochastic Models & Processes;

Formats available: HTML (English) : PDF (English)

Article Requests: Order Reprints : Request Permissions

hide options

purchase type	customer type	online access	payment method	price
Single Article Purchase	Any	3 days, 1 user, 3 cookies	credit card	US$37.00	buy now add to cart
Issue Purchase	Any	permanent	credit card	US$405.90	buy now add to cart

Sign In
Online Sample

View Article:

View Article (PDF)

View Article (HTML)

Abstract

This article establishes a Girsanov type theorem on path spaces over compact Riemannian manifolds, generalizing the classical Girsanov theorem for Euclidean spaces.

Keywords: Girsanov theorem; Path space

Mathematics Subject Classification (2000): 60D05; 60H10; 93D20

view references (6)

Bookmark with:

More bookmarks

informaworld

About this Journal

General Information

A Girsanov Type Theorem on the Path Space Over a Compact Riemannian Manifold

Abstract