A Girsanov Type Theorem Under G-Framework (Q3005153): Difference between revisions

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+https://doi.org/10.1080/07362994.2011.548985
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Absolute continuity of symmetric Markov processes.
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+Girsanov and Feynman-Kac type transformations for symmetric Markov processes
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+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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+Absolute continuity of symmetric diffusions
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+On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
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+A Girsanov Type Theorem on the Path Space Over a Compact Riemannian Manifold
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+Martingale characterization of \(G\)-Brownian motion
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