GIRSANOV TRANSFORMATION AND ITS APPLICATION TO THE THEORY OF ENLARGEMENT OF FILTRATIONS
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Publication:2746378
DOI10.1081/SAP-100002021zbMath0988.60042MaRDI QIDQ2746378
Ching-Sung Chou, Tsung-Ming Chao
Publication date: 10 July 2002
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-100002021
semimartingale; canonical decomposition; special semimartingale; Poisson bridge; extension of filtration
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