The following pages link to On a problem of Girsanov (Q1248275):
Displayed 18 items.
- A BSDE approach to fair bilateral pricing under endogenous collateralization (Q331356) (← links)
- Beneš condition for a discontinuous exponential martingale (Q357242) (← links)
- On the martingale property of certain local martingales (Q664349) (← links)
- On exponential local martingales associated with strong Markov continuous local martingales (Q841482) (← links)
- Uniform integrability of continuous exponential martingales (Q1054366) (← links)
- On the transformation of some classes of martingales by a change of law (Q1141972) (← links)
- A criterion for uniform integrability of exponential martingales (Q1173335) (← links)
- A note on exponential martingales (Q1251424) (← links)
- The finiteness of moments of a stochastic exponential. (Q1423120) (← links)
- Two frameworks for pricing defaultable derivatives (Q2213633) (← links)
- Weak tail conditions for local martingales (Q2421830) (← links)
- Equivalent and absolutely continuous measure changes for jump-diffusion processes (Q2572390) (← links)
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- A Note on a Result of Liptser-Shiryaev (Q3145062) (← links)
- Loi de l'indice du lacet Brownien, et distribution de Hartman-Watson (Q3876775) (← links)
- A few comments on a result of A. Novikov and Girsanov's theorem (Q5087047) (← links)
- Uniqueness and Absolute Continuity for Semilinear SPDE’s (Q5746518) (← links)