{
  "id": "1004.4173",
  "version": "v2",
  "published": "2010-04-23T16:30:20.000Z",
  "updated": "2011-06-07T08:48:21.000Z",
  "title": "An Algebraic Approach to the Cameron-Martin-Maruyama-Girsanov Formula",
  "authors": [
    "Jiro Akahori",
    "Takafumi Amaba",
    "Sachiyo Uraguchi"
  ],
  "comment": "16 pages, this will be soon published in the Mathematical Journal Okayama University",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2011-06-07T08:48:21.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "cameron-martin-maruyama-girsanov formula",
      "algebraic approach",
      "malliavin-type differentiation",
      "totally algebraic proof"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 16,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1004.4173A"
    }
  }
}