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Absolute continuity of Rosenblatt measures

math.PR · 2026-04-27 · unverdicted · novelty 6.0

For Rosenblatt paths shifted by a deterministic term plus a Wiener integral against a related fractional Brownian motion, an equivalent measure exists making the shifted path Rosenblatt again.

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  • Absolute continuity of Rosenblatt measures math.PR · 2026-04-27 · unverdicted · none · ref 37

    For Rosenblatt paths shifted by a deterministic term plus a Wiener integral against a related fractional Brownian motion, an equivalent measure exists making the shifted path Rosenblatt again.