Girsanov formula

Abstract

Using a Gauge transformation on a finite site space, we point out a generator and study its density. We extend this study to the case of an infinite space z^d and get. as a consequence, a result about existence of a density for a given Markov process on { —1,1}^zd , already proved by R.Holley and D.Stroock. The interest of our proof is to avoid the definition of a stochastic integral