Author
Petr Čoupek
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Recent research
- Society & EconomicsOpen access
Absolute continuity of Rosenblatt measures
In the article, we address the problem of absolute continuity of translated Rosenblatt measures on the path space. In [Čoupek, P., Kříž, P., Maslowski, B., Stoch. Proc. Appl. 179n (2025) art. no. 104499], it is shown that there is no probability measure that would be equivalent t...