Anticipative Diffusion and Related Change of Measures

In this article the authors develop a new approach to studying when anticipating perturbations of Brownian paths have distributions which are equivalent to Wiener′s measure. The idea is first to develop a theory for anticipative diffusions (cf. Theorem 2.6) and then to realize perturbations by diffusing to them (cf., Corollary 3.4). The concluding example (cf., Example 3.5) illustrates the kind of result at which one can arrive.