mathematics, the Cameron–Martin theorem or Cameron–Martin formula (named after Robert Horton Cameron and W. T. Martin) is a theorem of measure theory...

theory, Girsanov's theorem or the Cameron-Martin-Girsanov theorem tells how stochastic processes change under changes in measure. The theorem is especially...

Cameron Martin may refer to: Cameron Martin (soccer) Cameron Martin (artist) Cameron–Martin theorem, a theorem of measure theory This disambiguation page...

on analysis and probability theory. He is known for the Cameron–Martin theorem. Cameron received his Ph.D. in 1932 from Cornell University under the direction...

γ-radonifying. Cameron–Martin theorem – Theorem defining translation of Gaussian measures (Wiener measures) on Hilbert spaces. Girsanov theorem – Theorem on changes...

_{i=1}^{\infty }\mathbb {R} } . Recall the modern version of the Cameron-Martin theorem Consider a locally convex vector space E {\displaystyle E} with...

fundamental role played by the Cameron–Martin space. The classical Wiener space is the prototypical example. The structure theorem for Gaussian measures states...

spaces. Cameron–Martin theorem – Theorem defining translation of Gaussian measures (Wiener measures) on Hilbert spaces. Feldman–Hájek theorem – Theory...

mathematics) Cameron–Martin theorem (measure theory) Cantor–Bernstein–Schroeder theorem (set theory, cardinal numbers) Cantor's intersection theorem (real analysis)...

complex variables, and probability theory. He is known for the Cameron–Martin theorem and for his 1948 book Several complex variables, co-authored with...