Enchev, O.; Stroock, D. W. Anticipative diffusion and related change of measures. (English) Zbl 0804.60072 J. Funct. Anal. 116, No. 2, 449-477 (1993). The authors consider anticipating drifts of the form \(G(t)= \int_ 0^ t g(s,w) ds\), \(t\in [0,1]\), in the standard Wiener space \(\Omega\). If \(g\) is square integrable, under some assumptions on its Lipschitz norm one can find \(e_ g\) such that for all bounded measurable \(\varphi\) on \(\Omega\), \(E[\varphi (\cdot+ G)e_ g]= E\varphi\). This formula for \(e_ g\) enables to obtain estimates on its moments. The approach is based on the embedding of the shift by \(G\) in a suitable flow which evolves from the identity transformation. Reviewer: R.Mikulevičius (Los Angeles) Cited in 1 ReviewCited in 1 Document MSC: 60J65 Brownian motion Keywords:change of measures; anticipating drifts; embedding of the shift PDFBibTeX XMLCite \textit{O. Enchev} and \textit{D. W. Stroock}, J. Funct. Anal. 116, No. 2, 449--477 (1993; Zbl 0804.60072) Full Text: DOI