Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps (Q334074)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps |
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Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps (English)
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31 October 2016
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stochastic differential equations
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Girsanov transformation
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partial integro-differential equations
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