An <i>L</i> <sup>1</sup>Approximation for conditional expectations (Q3128080)
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scientific article; zbMATH DE number 999610
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| English | An <i>L</i> <sup>1</sup>Approximation for conditional expectations |
scientific article; zbMATH DE number 999610 |
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An <i>L</i> <sup>1</sup>Approximation for conditional expectations (English)
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1 September 1997
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conditional expectations for diffusions
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Radon-Nikodým derivative
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absolutely continuous change of measure
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0.8507076501846313
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0.7752043604850769
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