Transformation of gaussian measures
Annales mathématiques Blaise Pascal, Tome S3 (1996), pp. 13-58. 
@article{AMBP_1996__S3__13_0,
     author = {Badrikian, Albert},
     title = {Transformation of gaussian measures},
     journal = {Annales math\'ematiques Blaise Pascal},
     pages = {13--58},
     publisher = {Laboratoires de Math\'ematiques Pures et Appliqu\'ees de l'Universit\'e Blaise Pascal},
     volume = {S3},
     year = {1996},
     mrnumber = {1417546},
     language = {en},
     url = {http://www.numdam.org/item/AMBP_1996__S3__13_0/}
}
TY  - JOUR
AU  - Badrikian, Albert
TI  - Transformation of gaussian measures
JO  - Annales mathématiques Blaise Pascal
PY  - 1996
SP  - 13
EP  - 58
VL  - S3
PB  - Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
UR  - http://www.numdam.org/item/AMBP_1996__S3__13_0/
LA  - en
ID  - AMBP_1996__S3__13_0
ER  - 
%0 Journal Article
%A Badrikian, Albert
%T Transformation of gaussian measures
%J Annales mathématiques Blaise Pascal
%D 1996
%P 13-58
%V S3
%I Laboratoires de Mathématiques Pures et Appliquées de l'Université Blaise Pascal
%U http://www.numdam.org/item/AMBP_1996__S3__13_0/
%G en
%F AMBP_1996__S3__13_0
Badrikian, Albert. Transformation of gaussian measures. Annales mathématiques Blaise Pascal, Tome S3 (1996), pp. 13-58. http://www.numdam.org/item/AMBP_1996__S3__13_0/

Buckdahn, R., Anticipative Girsanov transformations and Skorokhod stochastic differential equations. Memoirs of the A.M.S. n° 533, 1994. | MR | Zbl

Cruzeiro, A.B., Equations differentielles sur l'espace de Wiener et formules de Cameron-Martin non-linéaires. J.F.A., 54, pp.206-227, 1983. | MR | Zbl

Nualart, D., Noncausal stochastic integrals and calculus. L.N.M., 1516, pp.80-129, 1988. | MR | Zbl

Nualart, D. and Pardoux, E., Stochastic calculus with anticipating integrands. Probability Theory and Related Fields. 78, pp.535-581, 1988. | MR | Zbl

Nualart, D. and Zakai, M., On the relation between the Stratonovich and Ogawa integrals. Ann.Proba. 17, pp.1536-1540, 1989. | MR | Zbl

Ustunel, A.S. and Zakai, M., Transformation of Wiener measure under anticipative flows. Probability Theory and Related Fields 93, pp. 91-136, 1992. | MR | Zbl