STEER 发表于 2025-3-30 10:21:25
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Transformations of Measure on an Infinite Dimensional Vector Space,.(B) = .(T.(B)) for Borel sets B. A transformation theorem for . is a result which gives conditions on T under which .. is absolutely continuous with respect to ., and which gives a formula for the corresponding Radon-Nikodym derivative (RND) when these conditions hold.心神不宁 发表于 2025-3-30 18:14:04
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Skorokhod Embedding by Randomized Hitting Times,ith σ-finite potential, and a target law ., there is a randomized stopping time . such that.if and only if the potential of . dominates that of .. Subsequently various authors have shown that under additional hypotheses on . one can take . to be nonrandomized, i.e. a stopping time of the natural filminiature 发表于 2025-3-31 12:45:50
Multiplicative Symmetry Groups of Markov Processes,speaking, . is defined to be the collection of all bimeasurable bijections . of the state space . of .. onto itself such that . = {. ο . : . ∈ .}. This group . can also be characterized as the collection of all bimeasurable bijections . : . → . with the following properties: i) .(.) is a transient M