On a Property of Non-Degenerate Diffusion Processes

DOI10.1137/1104032MaRDI QIDQ3266684zbMATH OpenOpenAlexFDO

Authors I. V. Girsanov

Publication date 1959

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1104032

zbMATH Keywords

probability theory etc.

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