A Generalization of Girsanov’s Theorem on Substitution of Measures to the Case of Semi-Martingales with Jumps (Q4151470)
From MaRDI portal
scientific article; zbMATH DE number 3582994
Language | Label | Description | Also known as |
---|---|---|---|
English | A Generalization of Girsanov’s Theorem on Substitution of Measures to the Case of Semi-Martingales with Jumps |
scientific article; zbMATH DE number 3582994 |
Statements
A Generalization of Girsanov’s Theorem on Substitution of Measures to the Case of Semi-Martingales with Jumps (English)
0 references
1977
0 references