The Girsanov theorem without (so much) stochastic analysis (Q5126594)
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scientific article; zbMATH DE number 7262368
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The Girsanov theorem without (so much) stochastic analysis |
scientific article; zbMATH DE number 7262368 |
Statements
The Girsanov Theorem Without (So Much) Stochastic Analysis (English)
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20 October 2020
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Girsanov theorem
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Lie-Trotter-Kato formula
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Feynman-Kac formula
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stochastic differential equation
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Euler scheme
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splitting scheme
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flow
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heat equation
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Cameron-Martin theorem
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0.7666354179382324
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0.7622467279434204
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0.7536323070526123
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0.7403958439826965
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0.7391294836997986
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