Differentiable families of measures O.G. Smolyanov Faculty of Mechanics and Mathematics

  • The paper studies differential and related properties of functions of a real variable with values in the space of signed measures. In particular the connections between different definitions of differentiability are described corresponding to different topologies on the measures. Some conditions are given for the equivalence of the measures in the range of such a function. These conditions are in terms of socalled logarithmic derivatives and yield a generalization of the Cameron-Martin-Maruyama-Girsanov formula. Questions of this kind appear both in the theory of differentiable measures on infinite-dimensional spaces and in the theory of statistical experiments.

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Metadaten
Author:O.G. Smolyanov, Heinrich von Weizsäcker
URN (permanent link):urn:nbn:de:hbz:386-kluedo-7365
Document Type:Preprint
Language of publication:English
Year of Completion:1998
Year of Publication:1998
Publishing Institute:Technische Universität Kaiserslautern
Source:Journal of Functional Analysis 118, 1993, Seiten 454-476
Faculties / Organisational entities:Fachbereich Mathematik
DDC-Cassification:510 Mathematik

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