Quasi-invariant measures and their characterization by conditional probabilities

Authors
Handa, K
Citation
K. Handa, Quasi-invariant measures and their characterization by conditional probabilities, B SCI MATH, 125(6-7), 2001, pp. 583-604
Citations number
22
Categorie Soggetti
Mathematics
Journal title
BULLETIN DES SCIENCES MATHEMATIQUES
ISSN journal
00074497 → ACNP
Volume
125
Issue
6-7
Year of publication
2001
Pages
583 - 604
Database
ISI
SICI code
0007-4497(200108/10)125:6-7<583:QMATCB>2.0.ZU;2-A
Abstract
Based on quasi-invariance properties of the Gaussian process and the gamma process, we give certain formal expressions of their laws on infinite-dimen sional spaces. They are also consistent with some identities of conditional probabilities which are shown to be equivalent to the quasi-invariance pro perties. (C) 2001 Editions scientifiques et medicates Elsevier SAS.