A variational approach to the Cameron-Martin-Girsanov- Maruyama-Ramer formula. (Une approche variationnelle pour la formule de Cameron-Martin-Girsanov- Maruyama-Ramer.) (French) Zbl 0723.60063
Formulae for the densities of the Wiener measure are established under anticipative transformations. An explicit representation is obtained for such densities for some class of stochastic anticipative equations.
Reviewer: A.Yu.Veretennikov (Moskva)
MSC:
| 60H07 | Stochastic calculus of variations and the Malliavin calculus |
