Nonlinear Transformation Containing Rotation and Gaussian Measure

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J. Math. Sci. Univ. Tokyo
Vol. 10 (2003), No. 1, Page 1--40.

Kusuoka, Shigeo
Nonlinear Transformation Containing Rotation and Gaussian Measure
[Full Article (PDF)] [MathSciNet Review (HTML)] [MathSciNet Review (PDF)]

Abstract:
The author study the nonlinear transformation of a Gaussian measure and its absolute continuity and singularity relative to the original Gaussian measure. The nonlinear transformation considered contains a rotation part and is not a perturbation of a linear transformation.

Mathematics Subject Classification (2000): 60H99, 46G99, 22E65

Mathematical Reviews Number: MR1963797

Received: 2001-10-24

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