On the Uniform Integrability of the Radon–Nikodym Densities for Wiener Measure
We give sufficient conditions for the uniform integrability of the Radon–Nikodym derivatives of the images of Wiener measure under the non-linear transformations of the Wiener space. These results are then applied to the construction of the functional inverses of these transformations.
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| Published in | Journal of functional analysis Vol. 159; no. 2; pp. 642 - 663 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Elsevier Inc
10.11.1998
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| Online Access | Get full text |
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| Summary: | We give sufficient conditions for the uniform integrability of the Radon–Nikodym derivatives of the images of Wiener measure under the non-linear transformations of the Wiener space. These results are then applied to the construction of the functional inverses of these transformations. |
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| ISSN: | 0022-1236 1096-0783 |
| DOI: | 10.1006/jfan.1998.3320 |