The conservativeness of Girsanov transformed for symmetric jump-diffusion process (Q4611404)
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scientific article; zbMATH DE number 7003264
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| English | The conservativeness of Girsanov transformed for symmetric jump-diffusion process |
scientific article; zbMATH DE number 7003264 |
Statements
18 January 2019
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conservative
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Girsanov transformed process
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jump process
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0.9136781096458436
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0.9101902842521667
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0.8139591813087463
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0.7933549880981445
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0.7910415530204773
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