Nonanticipative transformations of the two-parameter Wiener process and a Girsanov theorem

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Publication:1247683

DOI10.1016/0047-259X(77)90029-XzbMath0382.60039MaRDI QIDQ1247683

Gopinath Kallianpur, Nasrollah Etemadi

Publication date: 1977

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)




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