A few comments on a result of A. Novikov and Girsanov's theorem (Q5087047)
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scientific article; zbMATH DE number 7554658
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| English | A few comments on a result of A. Novikov and Girsanov's theorem |
scientific article; zbMATH DE number 7554658 |
Statements
A few comments on a result of A. Novikov and Girsanov's theorem (English)
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8 July 2022
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exponential martingales
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Novikov's condition
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Girsanov's theorem
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0.86480767
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0.8589173
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0.85700774
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0.8525881
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0.8393246
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