A Note on a Result of Liptser-Shiryaev (Q3145062)

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A Note on a Result of Liptser-Shiryaev
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    Statements

    title
    A Note on a Result of Liptser-Shiryaev (English)
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    author
    Benedetta Ferrario
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    publication date
    13 December 2012
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    zbMATH Keywords
    absolute continuity
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    equivalence of measures
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    Girsanov transform
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    uniqueness in law
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60H10
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    60H15
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    zbMATH DE Number
    6115665
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    OpenAlex ID
    W3103694317
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    arXiv ID
    1005.0237
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