On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces (Q2633632)
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scientific article; zbMATH DE number 7053007
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| English | On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces |
scientific article; zbMATH DE number 7053007 |
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On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces (English)
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9 May 2019
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Itô formula
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Girsanov transformation
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path-independence
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characterization theorems
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0.8271260857582092
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0.8177146911621094
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0.7687413096427917
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0.7521389126777649
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0.7477962970733643
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