An Algebraic Approach to the Cameron-Martin-Maruyama-Girsanov Formula
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🧮 math.PR
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algebraiccameron-martin-maruyama-girsanovformulaadjointnessapproachdifferentiationexponentiationgive
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In this paper, we will give a new perspective to the Cameron-Martin-Maruyama-Girsanov formula by giving a totally algebraic proof to it. It is based on the exponentiation of the Malliavin-type differentiation and its adjointness.
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