Girsanov Theory Under a Finite Entropy Condition (Q2908752)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Girsanov Theory Under a Finite Entropy Condition |
scientific article |
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Girsanov Theory Under a Finite Entropy Condition (English)
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29 August 2012
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stochastic processes
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relative entropy
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Girsanov's theory
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diffusion processes
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processes with jumps
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