Cameron-Martin-Maruyama-Girsanov公式的一种代数方法
An Algebraic Approach to the Cameron-Martin-Maruyama-Girsanov Formula
摘要:
本文通过对Cameron-Martin-Maruyama-Girsanov公式的全代数证明,给出了Cameron-Martin-Maruyama-Girsanov公式的一个新的观点,它是基于Malliavin型微分的指数化及其伴随性.
英文摘要:
In this paper, we will give a new perspective to the Cameron-Martin-Maruyama-Girsanov formula by giving a totally algebraic proof to it. It is based on the exponentiation of the Malliavin-type differentiation and its adjointness.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。