On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem (Q4581702)
From MaRDI portal
scientific article; zbMATH DE number 6921010
Language | Label | Description | Also known as |
---|---|---|---|
English | On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem |
scientific article; zbMATH DE number 6921010 |
Statements
On a transformation of the measure of a Brownian motion with drift and Girsanov's theorem (English)
0 references
20 August 2018
0 references
Brownian motion
0 references
Girsanov's theorem
0 references
0 references