Cameron-Martin quasi-invariance of enhanced Brownian motion

ID: cameron-martin-quasi-invariance-of-enhanced-brownian-motion

For a deterministic path in the Cameron-Martin space of Wiener measure, the law of is equivalent to the law of enhanced Brownian motion. The Cameron-Martin theorem gives equivalence for the underlying Brownian paths; the canonical enhancement of the translated path is exactly the rough-path translation, including its mixed area terms. Continuity of this translation transfers small-ball positivity at the identity to every control signature.

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