GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS (Q2746378): Difference between revisions

@@ Property / author @@
+Tsung-Ming Chao
@@ Property / author: Tsung-Ming Chao / rank @@
+Normal rank
@@ Property / author @@
+Ching-Sung Chou
@@ Property / author: Ching-Sung Chou / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Linear stochastic differential equations and Wick products
+Normal rank
@@ Property / cites work @@
+Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
+Normal rank
@@ Property / cites work @@
+Equivalent martingale measures for bridge processes
+Normal rank
@@ Property / cites work @@
+Calcul stochastique et problèmes de martingales
@@ Property / cites work: Calcul stochastique et problèmes de martingales / rank @@
+Normal rank
@@ Property / cites work @@
+Semi-martingales et grossissement d'une filtration
+Normal rank
@@ Property / cites work @@
+Q3852893
@@ Property / cites work: Q3852893 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with anticipating integrands
@@ Property / cites work: Stochastic calculus with anticipating integrands / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Forward, backward and symmetric stochastic integration
+Normal rank
@@ Property / cites work @@
+Calcul stochastique d�pendant d'un param�tre
@@ Property / cites work: Calcul stochastique d�pendant d'un param�tre / rank @@
+Normal rank