An extension of the mixed Novikov–Kazamaki condition (Q4599627)
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scientific article; zbMATH DE number 6821979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of the mixed Novikov–Kazamaki condition |
scientific article; zbMATH DE number 6821979 |
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An extension of the mixed Novikov–Kazamaki condition (English)
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4 January 2018
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stochastic exponential
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Girsanov transformation
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lower function
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