Statements (18)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:mathematical_concept
|
| gptkbp:appliesTo |
gptkb:Wiener_measure
Brownian motion |
| gptkbp:concerns |
gptkb:Hilbert_spaces
Gaussian measures |
| gptkbp:defines |
Cameron-Martin space
|
| gptkbp:field |
gptkb:probability_theory
functional analysis |
| https://www.w3.org/2000/01/rdf-schema#label |
Cameron-Martin theorem
|
| gptkbp:namedAfter |
gptkb:W._T._Martin
Richard H. Cameron |
| gptkbp:publicationYear |
1944
|
| gptkbp:publishedIn |
gptkb:Annals_of_Mathematics
|
| gptkbp:relatedTo |
gptkb:Gaussian_process
gptkb:Girsanov_theorem |
| gptkbp:state |
The translation of a Gaussian measure on a Hilbert space by an element of the Cameron-Martin space results in an equivalent measure.
|
| gptkbp:bfsParent |
gptkb:Ivan_Reginald_Ian_Cameron
|
| gptkbp:bfsLayer |
7
|