A few comments on a result of A. Novikov and Girsanov's theorem (Q5087047): Difference between revisions
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| Property / arXiv ID: 1903.00759 / rank | |||
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| Property / cites work: On a problem of Girsanov / rank | |||
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| Property / cites work: Q4325541 / rank | |||
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| Property / cites work: On an Identity for Stochastic Integrals / rank | |||
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| Property / cites work: Q3206056 / rank | |||
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| Property / cites work: Q4226355 / rank | |||
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| Property / cites work: A new proof for the conditions of Novikov and Kazamaki / rank | |||
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| Property / cites work: The martingale property in the context of stochastic differential equations / rank | |||
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Latest revision as of 13:42, 29 July 2024
scientific article; zbMATH DE number 7554658
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A few comments on a result of A. Novikov and Girsanov's theorem |
scientific article; zbMATH DE number 7554658 |
Statements
A few comments on a result of A. Novikov and Girsanov's theorem (English)
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8 July 2022
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exponential martingales
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Novikov's condition
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Girsanov's theorem
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