A conditional approach to the anticipating Girsanov transformation
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Publication:1326311
DOI10.1007/BF01192167zbMath0791.60038MaRDI QIDQ1326311
Publication date: 7 July 1994
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
stochastic differential equationMalliavin calculusanticipationconditional Girsanov transformationexplicit formulas for the Carleman- Fredholm determinant
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Probabilistic potential theory (60J45) Stochastic calculus of variations and the Malliavin calculus (60H07)
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