Girsanov theory under a finite entropy condition (Q2908752)
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scientific article
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| English | Girsanov theory under a finite entropy condition |
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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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0.7608340978622437
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0.752483606338501
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0.7425053715705872
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0.738399088382721
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