OurBigBook About$ Donate
 Sign in Sign up

Cameron-Martin quasi-invariance of enhanced Brownian motion

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Rough path Geometric p-rough path Rough path translation
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a deterministic path h in the Cameron-Martin space of Wiener measure, the law of Th​B 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.

 Ancestors (7)

  1. Rough path translation
  2. Geometric p-rough path
  3. Rough path
  4. Analysis
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Incoming links (2)

  • Brownian rough path small-ball positivity
  • Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 31 / 4 / ii / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook