Cameron–Martin type theorem for a class of non-Gaussian measures
Cameron–Martin type theorem for a class of non-Gaussian measures
In this article, we study the quasi-translation-invariant property of a class of non-Gaussian measures. These measures are associated with the family of generalized grey Brownian motions. We identify the Cameron–Martin space and derive the explicit Radon-Nikodym density in terms of the Wiener integral with respect to the fractional Brownian motion. …