A few comments on a result of A. Novikov and Girsanov's theorem (Q5087047)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A few comments on a result of A. Novikov and Girsanov's theorem |
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)
0 references
8 July 2022
0 references
exponential martingales
0 references
Novikov's condition
0 references
Girsanov's theorem
0 references
