A few comments on a result of A. Novikov and Girsanov's theorem (Q5087047): Difference between revisions

@@ Property / author @@
-Nicolai V. Krylov
@@ Property / author: Nicolai V. Krylov / rank @@
-Normal rank
@@ Property / author @@
+Nicolai V. Krylov
@@ Property / author: Nicolai V. Krylov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W3106369094
@@ Property / OpenAlex ID: W3106369094 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.00759
@@ Property / arXiv ID: 1903.00759 / rank @@
+Normal rank
@@ Property / cites work @@
+On a problem of Girsanov
@@ Property / cites work: On a problem of Girsanov / rank @@
+Normal rank
@@ Property / cites work @@
+Q4325541
@@ Property / cites work: Q4325541 / rank @@
+Normal rank
@@ Property / cites work @@
+On an Identity for Stochastic Integrals
@@ Property / cites work: On an Identity for Stochastic Integrals / rank @@
+Normal rank
@@ Property / cites work @@
+Q3206056
@@ Property / cites work: Q3206056 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+A new proof for the conditions of Novikov and Kazamaki
+Normal rank
@@ Property / cites work @@
+The martingale property in the context of stochastic differential equations
+Normal rank