Cameron-Martin Theorem
賴聖諺先生國立中央大學數學系 下午 7:00–9:00 鴻經館 429 室Abstract：
In the previous two sections we have obtained results about the almost sure behavior of a Brownian motion without drift. In this section we ask whether these results hold as well for a Brownian motion with drift, or, more generally, for which time-dependent drift functions F the process
{B(t)+F(t):t≥0}
has the same behavior as a Brownian motion path.
In the previous two sections we have obtained results about the almost sure behavior of a Brownian motion without drift. In this section we ask whether these results hold as well for a Brownian motion with drift, or, more generally, for which time-dependent drift functions F the process
{B(t)+F(t):t≥0}
has the same behavior as a Brownian motion path.