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Applications of integration by parts formula for infinite-dimensional semimartingales
Authors:A. S. Ustunel
Affiliation:2 Bd. Auguste Blangui, Paris 75013, France
Abstract:This work is devoted to the study of the behavior of stochastic evolution equations, obtained from stochastic flows, under the multiplicative transformations corresponding to the flows of Cameron-Martin transformations.
Keywords:nuclear spaces   projective systems of processes   semimartingales   Cameron-Martin formula   integration by parts formula   stochastic flows
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