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Applications of the degree theorem to absolute continuity on Wiener space
Authors:A S Üstünel  M Zakai
Institution:(1) E.N.S.T., Départment Réseaux, 46, rue Barrault, F-75634 Paris Cedex 13, France;(2) Department of Electrical Engineering, Technion, 32000 Haifa, Israel
Abstract:Summary Let (OHgr,H, P) be an abstract Wiener space and define a shift on OHgr byT(ohgr)=ohgr+F(ohgr) whereF is anH-valued random variable. We study the absolute continuity of the measuresPºT –1and (Lambda F PT plusdo1 with respect toP using the techniques of the degree theory of Wiener maps, where Lambda F =det2(1+xdtriF) × Exp{–deltaF–1/2|F|2}.The work of the second author was supported by the fund for promotion of research at the Technion
Keywords:60G30  60H07
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