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.