Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps (Q334074)
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scientific article; zbMATH DE number 6645837
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| English | Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps |
scientific article; zbMATH DE number 6645837 |
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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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0.8600637912750244
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0.8177146911621094
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0.774427592754364
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0.7736952900886536
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0.767175555229187
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