A generalized Girsanov transformation of finite state stochastic processes in discrete time (Q2444373)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A generalized Girsanov transformation of finite state stochastic processes in discrete time |
scientific article |
Statements
A generalized Girsanov transformation of finite state stochastic processes in discrete time (English)
0 references
9 April 2014
0 references
backward stochastic difference equations
0 references
Girsanov transformation
0 references
signed measures
0 references
0 references
0 references